Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331257.8546 | 207225.5029 | 124032.3517 | 1187451.8771 | 938244.3044 | 249207.5728 |
Total P&L (%) | 331.2579 | 207.2255 | 124.0324 | 1187.4519 | 938.2443 | 249.2076 |
Avg Daily Profit (%) | 0.636 | 0.3979 | 0.2381 | 0.4918 | 0.4503 | 0.2404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36301 | -27100 | -23545 | -573548 | -261058 | -414955 |
Profit Factor | 2.6065 | 3.0529 | 2.1784 | 1.8164 | 2.588 | 1.2885 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 48.4211 | 50 | 46.8085 | 48.4211 | 50 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.7765 | 3.0529 | 2.4755 | 1.9348 | 2.588 | 1.4642 |
Largest Winning Trade | 79832 | 79832 | 37514 | 381079 | 381079 | 284939 |
Largest Losing Trade | -12980 | -12980 | -10009 | -180348 | -152902 | -180348 |
Avg Bars in Trades | 256 | 242 | 270 | 256 | 242 | 270 |
Avg Bars in Winners | 390 | 352 | 431 | 390 | 352 | 431 |
Avg Bars in Losers | 130 | 132 | 129 | 130 | 132 | 129 |
Bars Traded | 24357 | 11640 | 12718 | 24357 | 11640 | 12718 |
Profit Streak | 12.301 | 35.3844 | 0 | 12.301 | 35.3844 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576270 | 563612 | 373061 | 492006 | 562450 | 225042 |
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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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