Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676860.8053 | 486615.5787 | 190245.2266 | 3409755.3863 | 683582.5296 | 2726172.8567 |
Total P&L (%) | 676.8608 | 486.6156 | 190.2452 | 3409.7554 | 683.5825 | 2726.1729 |
Avg Daily Profit (%) | 0.4183 | 0.3008 | 0.1176 | 0.2202 | 0.1273 | 0.2067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92721 | -80813 | -102941 | -1038123 | -1706738 | -565793 |
Profit Factor | 2.4281 | 2.8289 | 1.9151 | 1.5046 | 1.1536 | 2.1822 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 38.7755 | 32.6531 | 44.898 | 38.7755 | 32.6531 | 44.898 |
Ratio Avg Win / Avg Loss | 3.8338 | 5.8346 | 2.3503 | 2.3757 | 2.3793 | 2.6782 |
Largest Winning Trade | 229722 | 229722 | 53738 | 1350562 | 1350562 | 1095666 |
Largest Losing Trade | -23097 | -23097 | -18153 | -796783 | -796783 | -470814 |
Avg Bars in Trades | 191 | 165 | 217 | 191 | 165 | 217 |
Avg Bars in Winners | 372 | 357 | 383 | 372 | 357 | 383 |
Avg Bars in Losers | 76 | 72 | 81 | 76 | 72 | 81 |
Bars Traded | 18753 | 8103 | 10650 | 18753 | 8103 | 10650 |
Profit Streak | 0 | 0 | 562.0309 | 0 | 0 | 562.0309 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375341 | 260363 | -33325 | 235849 | -79759 | 407457 |
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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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