Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608064.24 | 421330.8465 | 186733.3935 | 897988.5616 | 253670.5351 | 644318.0265 |
Total P&L (%) | 608.0642 | 421.3308 | 186.7334 | 897.9886 | 253.6705 | 644.318 |
Avg Daily Profit (%) | 0.2804 | 0.1943 | 0.0861 | 0.1062 | 0.0583 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93640 | -77854 | -112123 | -1581527 | -1306235 | -934078 |
Profit Factor | 1.9703 | 2.6125 | 1.511 | 1.143 | 1.0899 | 1.1864 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 60 | 61.7021 | 58.3333 | 60 | 61.7021 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.3135 | 1.6215 | 1.0793 | 0.762 | 0.6765 | 0.8474 |
Largest Winning Trade | 100148 | 100148 | 58868 | 484633 | 484633 | 478274 |
Largest Losing Trade | -76500 | -47211 | -76500 | -868825 | -694082 | -868825 |
Avg Bars in Trades | 88 | 71 | 104 | 88 | 71 | 104 |
Avg Bars in Winners | 75 | 61 | 89 | 75 | 61 | 89 |
Avg Bars in Losers | 108 | 88 | 125 | 108 | 88 | 125 |
Bars Traded | 8401 | 3381 | 5020 | 8401 | 3381 | 5020 |
Profit Streak | 86.6965 | 86.6965 | 98.4465 | 86.6965 | 86.6965 | 98.4465 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513706 | 529596 | -74476 | -112833 | -236288 | -83955 |
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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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