Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428658.6068 | 347746.3369 | 80912.2699 | 714454.1733 | 178169.9459 | 536284.2274 |
Total P&L (%) | 428.6586 | 347.7463 | 80.9123 | 714.4542 | 178.1699 | 536.2842 |
Avg Daily Profit (%) | 0.2168 | 0.1759 | 0.0409 | 0.1061 | 0.0518 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73677 | -59425 | -133451 | -702414 | -711604 | -530622 |
Profit Factor | 1.9435 | 2.6841 | 1.3265 | 1.2878 | 1.1312 | 1.4769 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 57.6087 | 60.8696 | 54.3478 | 57.6087 | 60.8696 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.4301 | 1.7255 | 1.1143 | 0.9477 | 0.7272 | 1.2406 |
Largest Winning Trade | 113518 | 113518 | 73344 | 482888 | 326481 | 482888 |
Largest Losing Trade | -39331 | -29730 | -39331 | -368855 | -256892 | -368855 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 77 | 68 | 87 | 77 | 68 | 87 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 5504 | 2579 | 2925 | 5504 | 2579 | 2925 |
Profit Streak | 0 | 0 | 581.8201 | 0 | 0 | 581.8201 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416761 | 504647 | -136770 | -51289 | -200136 | -65145 |
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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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