Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554651.7108 | 472105.8999 | 82545.8109 | 666011.3958 | 202981.2329 | 463030.1629 |
Total P&L (%) | 554.6517 | 472.1059 | 82.5458 | 666.0114 | 202.9812 | 463.0302 |
Avg Daily Profit (%) | 0.2361 | 0.201 | 0.0351 | 0.0867 | 0.0472 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119909 | -30662 | -123599 | -521276 | -297518 | -311315 |
Profit Factor | 1.925 | 2.8651 | 1.2382 | 1.3152 | 1.1756 | 1.4836 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 52.6316 | 52.0833 | 53.1915 | 52.6316 | 52.0833 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.7325 | 2.6359 | 1.0897 | 1.1837 | 1.0816 | 1.3056 |
Largest Winning Trade | 214004 | 214004 | 69979 | 227773 | 227773 | 160674 |
Largest Losing Trade | -59634 | -39719 | -59634 | -311315 | -270670 | -311315 |
Avg Bars in Trades | 47 | 54 | 39 | 47 | 54 | 39 |
Avg Bars in Winners | 57 | 67 | 48 | 57 | 67 | 48 |
Avg Bars in Losers | 35 | 41 | 29 | 35 | 41 | 29 |
Bars Traded | 4469 | 2629 | 1840 | 4469 | 2629 | 1840 |
Profit Streak | 0 | 0 | 143.9178 | 0 | 0 | 143.9178 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453470 | 484484 | -144788 | -76000 | -156839 | -92014 |
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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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