Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459128.2291 | 390475.0857 | 68653.1434 | 370749.3361 | 350599.2432 | 20150.0929 |
Total P&L (%) | 459.1282 | 390.4751 | 68.6531 | 370.7493 | 350.5992 | 20.1501 |
Avg Daily Profit (%) | 0.2323 | 0.1975 | 0.0347 | 0.0784 | 0.0762 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93357 | -102585 | -160036 | -797031 | -764387 | -699390 |
Profit Factor | 1.7813 | 2.4983 | 1.2099 | 1.1215 | 1.2179 | 1.014 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 57.1429 | 58.6957 | 55.5556 | 57.1429 | 58.6957 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.336 | 1.7581 | 0.9679 | 0.8411 | 0.857 | 0.8112 |
Largest Winning Trade | 148825 | 148825 | 66587 | 432851 | 362603 | 432851 |
Largest Losing Trade | -43072 | -43072 | -41143 | -468700 | -468700 | -203514 |
Avg Bars in Trades | 83 | 72 | 95 | 83 | 72 | 95 |
Avg Bars in Winners | 112 | 96 | 129 | 112 | 96 | 129 |
Avg Bars in Losers | 46 | 38 | 52 | 46 | 38 | 52 |
Bars Traded | 7640 | 3354 | 4286 | 7640 | 3354 | 4286 |
Profit Streak | 0 | 0 | 666.7759 | 0 | 0 | 666.7759 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407974 | 488255 | -146588 | -175671 | -92110 | -391910 |
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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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