Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529903.9458 | 398754.9936 | 131148.9522 | 389851.7534 | 1097020.7149 | -707168.9615 |
Total P&L (%) | 529.9039 | 398.755 | 131.149 | 389.8518 | 1097.0207 | -707.169 |
Avg Daily Profit (%) | 0.2786 | 0.2097 | 0.069 | 0.0836 | 0.1306 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146392 | -163449 | -85428 | -1630204 | -1337857 | -1694594 |
Profit Factor | 1.7243 | 2.0461 | 1.3742 | 1.0698 | 1.4187 | 0.7614 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 45.7447 | 42.5532 | 48.9362 | 45.7447 | 42.5532 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.045 | 2.7623 | 1.4339 | 1.2689 | 1.9152 | 0.7945 |
Largest Winning Trade | 159437 | 159437 | 54008 | 984120 | 984120 | 395855 |
Largest Losing Trade | -40323 | -36296 | -40323 | -706276 | -415753 | -706276 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 111 | 116 | 106 | 111 | 116 | 106 |
Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
Bars Traded | 7301 | 3691 | 3610 | 7301 | 3691 | 3610 |
Profit Streak | 0 | 0 | 601.3785 | 0 | 0 | 601.3785 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380643 | 316006 | -100080 | -226502 | -19148 | -580527 |
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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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