Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505885.9822 | 430194.4352 | 75691.547 | 410482.6522 | 325989.2465 | 84493.4058 |
Total P&L (%) | 505.886 | 430.1944 | 75.6915 | 410.4827 | 325.9892 | 84.4934 |
Avg Daily Profit (%) | 0.4857 | 0.413 | 0.0727 | 0.1566 | 0.1392 | 0.0588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138846 | -84070 | -92152 | -947186 | -461487 | -638929 |
Profit Factor | 2.0168 | 2.3865 | 1.4042 | 1.161 | 1.2196 | 1.0793 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 43.4783 | 32.6087 | 54.3478 | 43.4783 | 32.6087 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.6218 | 4.9321 | 1.1795 | 1.5093 | 2.5204 | 0.9066 |
Largest Winning Trade | 341237 | 341237 | 31075 | 747857 | 747857 | 208340 |
Largest Losing Trade | -22727 | -21454 | -22727 | -198615 | -180598 | -198615 |
Avg Bars in Trades | 265 | 279 | 251 | 265 | 279 | 251 |
Avg Bars in Winners | 375 | 452 | 329 | 375 | 452 | 329 |
Avg Bars in Losers | 181 | 196 | 158 | 181 | 196 | 158 |
Bars Traded | 24442 | 12874 | 11567 | 24442 | 12874 | 11567 |
Profit Streak | 0 | 0 | 106.9509 | 0 | 0 | 106.9509 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432761 | 262729 | -93129 | -37376 | -13152 | -247251 |
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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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