Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465340.9245 | 320764.3189 | 144576.6056 | 943719.2438 | 500352.3087 | 443366.9351 |
Total P&L (%) | 465.3409 | 320.7643 | 144.5766 | 943.7192 | 500.3523 | 443.3669 |
Avg Daily Profit (%) | 0.329 | 0.2268 | 0.1022 | 0.1659 | 0.1268 | 0.1197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80576 | -57209 | -34777 | -1582762 | -1284494 | -495480 |
Profit Factor | 1.9485 | 2.0289 | 1.8084 | 1.281 | 1.2168 | 1.4221 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 54.8387 | 57.4468 | 52.1739 | 54.8387 | 57.4468 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6047 | 1.5029 | 1.6577 | 1.0549 | 0.9013 | 1.3036 |
Largest Winning Trade | 135185 | 135185 | 47482 | 1303085 | 1303085 | 285019 |
Largest Losing Trade | -58851 | -58851 | -28276 | -653514 | -653514 | -192784 |
Avg Bars in Trades | 59 | 76 | 41 | 59 | 76 | 41 |
Avg Bars in Winners | 53 | 63 | 41 | 53 | 63 | 41 |
Avg Bars in Losers | 66 | 94 | 41 | 66 | 94 | 41 |
Bars Traded | 5518 | 3600 | 1918 | 5518 | 3600 | 1918 |
Profit Streak | 0 | 0 | 73.6682 | 0 | 0 | 73.6682 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478786 | 459086 | -51774 | 309227 | -24377 | -31011 |
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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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