Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473280.4868 | 350182.715 | 123097.7718 | 313167.3236 | 207677.1824 | 105490.1412 |
Total P&L (%) | 473.2805 | 350.1827 | 123.0978 | 313.1673 | 207.6772 | 105.4901 |
Avg Daily Profit (%) | 0.346 | 0.256 | 0.09 | 0.1038 | 0.0822 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159288 | -83023 | -93591 | -267299 | -133866 | -188407 |
Profit Factor | 1.8777 | 2.2771 | 1.4644 | 1.3242 | 1.4533 | 1.2077 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 39.0805 | 30.2326 | 47.7273 | 39.0805 | 30.2326 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.927 | 5.2549 | 1.6039 | 2.0641 | 3.3537 | 1.3227 |
Largest Winning Trade | 285615 | 285615 | 54464 | 119851 | 112531 | 119851 |
Largest Losing Trade | -50430 | -24345 | -50430 | -104879 | -66476 | -104879 |
Avg Bars in Trades | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Winners | 82 | 79 | 84 | 82 | 79 | 84 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 3999 | 1732 | 2268 | 3999 | 1732 | 2268 |
Profit Streak | 0 | 49.256 | 0 | 0 | 49.256 | 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 | 303097 | 193031 | -71425 | -57099 | -88135 | -123878 |
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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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