Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691810.7071 | 609604.6883 | 82206.0188 | 546940.4983 | 115033.5952 | 431906.9031 |
Total P&L (%) | 691.8107 | 609.6047 | 82.206 | 546.9405 | 115.0336 | 431.9069 |
Avg Daily Profit (%) | 0.3552 | 0.313 | 0.0422 | 0.0959 | 0.0393 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137432 | -97965 | -59414 | -1268440 | -781159 | -615825 |
Profit Factor | 2.0536 | 2.9437 | 1.2397 | 1.1376 | 1.0573 | 1.2196 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 36.8932 | 36.5385 | 37.2549 | 36.8932 | 36.5385 | 37.2549 |
Ratio Avg Win / Avg Loss | 3.5128 | 5.1128 | 2.0879 | 1.9458 | 1.8363 | 2.054 |
Largest Winning Trade | 341621 | 341621 | 59039 | 672512 | 672512 | 497513 |
Largest Losing Trade | -59029 | -35797 | -59029 | -559314 | -219771 | -559314 |
Avg Bars in Trades | 74 | 57 | 91 | 74 | 57 | 91 |
Avg Bars in Winners | 157 | 116 | 197 | 157 | 116 | 197 |
Avg Bars in Losers | 26 | 23 | 28 | 26 | 23 | 28 |
Bars Traded | 7678 | 3005 | 4673 | 7678 | 3005 | 4673 |
Profit Streak | 0 | 0 | 44.0228 | 0 | 0 | 44.0228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304029 | -170665 | -320156 | -137424 | -482101 | -262088 |
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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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