Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577966.4776 | 477121.0932 | 100845.3844 | 688936.1615 | 191495.7232 | 497440.4383 |
Total P&L (%) | 577.9665 | 477.1211 | 100.8454 | 688.9362 | 191.4957 | 497.4404 |
Avg Daily Profit (%) | 0.3102 | 0.256 | 0.0541 | 0.1109 | 0.0574 | 0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59271 | -62562 | -54983 | -353629 | -403291 | -184805 |
Profit Factor | 2.3827 | 2.9689 | 1.5741 | 1.3439 | 1.1583 | 1.627 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 54.7368 | 55.3191 | 54.1667 | 54.7368 | 55.3191 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.9703 | 2.398 | 1.3319 | 1.1113 | 0.9355 | 1.3767 |
Largest Winning Trade | 444616 | 444616 | 47813 | 261580 | 261580 | 199526 |
Largest Losing Trade | -46788 | -46788 | -25976 | -184805 | -161271 | -184805 |
Avg Bars in Trades | 37 | 27 | 46 | 37 | 27 | 46 |
Avg Bars in Winners | 52 | 38 | 66 | 52 | 38 | 66 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 3522 | 1314 | 2209 | 3522 | 1314 | 2209 |
Profit Streak | 0 | 58.2016 | 0 | 0 | 58.2016 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517868 | 583758 | -118264 | -43301 | -161900 | -62252 |
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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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