Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581434.136 | 504301.5936 | 77132.5424 | 531851.4256 | 331706.5914 | 200144.8342 |
Total P&L (%) | 581.4341 | 504.3016 | 77.1325 | 531.8514 | 331.7066 | 200.1448 |
Avg Daily Profit (%) | 0.2538 | 0.2201 | 0.0337 | 0.0805 | 0.0639 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92114 | -99766 | -60547 | -797804 | -678470 | -604694 |
Profit Factor | 1.9939 | 2.5758 | 1.2911 | 1.1557 | 1.1653 | 1.142 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 50.5376 | 48.9362 | 52.1739 | 50.5376 | 48.9362 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9515 | 2.6878 | 1.1835 | 1.1311 | 1.216 | 1.0469 |
Largest Winning Trade | 237164 | 237164 | 49683 | 737967 | 737967 | 287949 |
Largest Losing Trade | -41348 | -41348 | -37213 | -324522 | -324522 | -261948 |
Avg Bars in Trades | 46 | 53 | 39 | 46 | 53 | 39 |
Avg Bars in Winners | 55 | 51 | 58 | 55 | 51 | 58 |
Avg Bars in Losers | 36 | 54 | 17 | 36 | 54 | 17 |
Bars Traded | 4296 | 2499 | 1797 | 4296 | 2499 | 1797 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453733 | 460388 | -147530 | -133974 | -146648 | -192763 |
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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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