Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476473.0422 | 282367.5629 | 194105.4794 | 977581.3722 | 354581.0306 | 623000.3416 |
Total P&L (%) | 476.473 | 282.3676 | 194.1055 | 977.5814 | 354.581 | 623.0003 |
Avg Daily Profit (%) | 0.3209 | 0.1902 | 0.1307 | 0.1602 | 0.102 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118500 | -88380 | -60883 | -2871500 | -1351513 | -1563892 |
Profit Factor | 2.1407 | 2.2581 | 2.0044 | 1.1725 | 1.1363 | 1.2032 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 55.3398 | 50 | 60.7843 | 55.3398 | 50 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.7276 | 2.2581 | 1.2932 | 0.9462 | 1.1363 | 0.7763 |
Largest Winning Trade | 222948 | 222948 | 74658 | 1303411 | 817652 | 1303411 |
Largest Losing Trade | -33943 | -17269 | -33943 | -989917 | -366368 | -989917 |
Avg Bars in Trades | 54 | 38 | 71 | 54 | 38 | 71 |
Avg Bars in Winners | 68 | 53 | 80 | 68 | 53 | 80 |
Avg Bars in Losers | 38 | 23 | 56 | 38 | 23 | 56 |
Bars Traded | 5635 | 2000 | 3635 | 5635 | 2000 | 3635 |
Profit Streak | 0 | 0 | 25.4073 | 0 | 0 | 25.4073 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492933 | -168219 | -193433 | -23757 | -307370 | -194430 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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