Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605207.5588 | 510654.4593 | 94553.0995 | 687880.6477 | 238310.3754 | 449570.2723 |
Total P&L (%) | 605.2076 | 510.6545 | 94.5531 | 687.8806 | 238.3104 | 449.5703 |
Avg Daily Profit (%) | 0.3238 | 0.2732 | 0.0506 | 0.1105 | 0.0652 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69744 | -58192 | -61933 | -306851 | -311006 | -265616 |
Profit Factor | 2.2987 | 2.9896 | 1.4516 | 1.3069 | 1.1856 | 1.4696 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 55.8824 | 54.902 | 56.8627 | 55.8824 | 54.902 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.8147 | 2.4558 | 1.1012 | 1.0318 | 0.9739 | 1.1149 |
Largest Winning Trade | 444616 | 444616 | 55523 | 324363 | 324363 | 200156 |
Largest Losing Trade | -46788 | -46788 | -35865 | -265616 | -155111 | -265616 |
Avg Bars in Trades | 34 | 26 | 43 | 34 | 26 | 43 |
Avg Bars in Winners | 47 | 34 | 60 | 47 | 34 | 60 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 3533 | 1326 | 2207 | 3533 | 1326 | 2207 |
Profit Streak | 0 | 59.985 | 0 | 0 | 59.985 | 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 | 522236 | -163374 | -303508 | -43890 | -301637 | -249235 |
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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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