Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576447.1931 | 518126.0059 | 58321.1872 | 215205.5783 | 178095.7143 | 37109.864 |
Total P&L (%) | 576.4472 | 518.126 | 58.3212 | 215.2056 | 178.0957 | 37.1099 |
Avg Daily Profit (%) | 0.3094 | 0.2781 | 0.0313 | 0.0616 | 0.0549 | 0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118178 | -97236 | -79431 | -477498 | -373563 | -259733 |
Profit Factor | 1.973 | 2.6608 | 1.2079 | 1.1189 | 1.1845 | 1.0439 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 40.2062 | 37.5 | 42.8571 | 40.2062 | 37.5 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9341 | 4.4347 | 1.6106 | 1.664 | 1.9742 | 1.3919 |
Largest Winning Trade | 498076 | 498076 | 49651 | 489568 | 489568 | 107997 |
Largest Losing Trade | -35524 | -26628 | -35524 | -198667 | -83107 | -198667 |
Avg Bars in Trades | 113 | 95 | 130 | 113 | 95 | 130 |
Avg Bars in Winners | 161 | 134 | 185 | 161 | 134 | 185 |
Avg Bars in Losers | 80 | 71 | 89 | 80 | 71 | 89 |
Bars Traded | 10961 | 4561 | 6400 | 10961 | 4561 | 6400 |
Profit Streak | 0 | 54.0492 | 0 | 0 | 54.0492 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330154 | 344560 | -153890 | -202797 | -140262 | -347583 |
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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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