Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821907.3898 | 712612.6956 | 109294.6942 | 409231.4895 | 401730.6859 | 7500.8036 |
Total P&L (%) | 821.9074 | 712.6127 | 109.2947 | 409.2315 | 401.7307 | 7.5008 |
Avg Daily Profit (%) | 0.5156 | 0.4471 | 0.0686 | 0.1022 | 0.1012 | 0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91786 | -84017 | -95894 | -318412 | -316041 | -409757 |
Profit Factor | 2.093 | 2.7413 | 1.3189 | 1.1991 | 1.3816 | 1.0075 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 38.3178 | 29.6296 | 47.1698 | 38.3178 | 29.6296 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.3693 | 6.5105 | 1.4772 | 1.9303 | 3.2812 | 1.1284 |
Largest Winning Trade | 493117 | 493117 | 70379 | 408113 | 408113 | 143674 |
Largest Losing Trade | -39847 | -28093 | -39847 | -144501 | -90340 | -144501 |
Avg Bars in Trades | 176 | 157 | 195 | 176 | 157 | 195 |
Avg Bars in Winners | 302 | 303 | 302 | 302 | 303 | 302 |
Avg Bars in Losers | 97 | 95 | 99 | 97 | 95 | 99 |
Bars Traded | 18837 | 8485 | 10352 | 18837 | 8485 | 10352 |
Profit Streak | 0 | 0 | 47.5271 | 0 | 0 | 47.5271 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376437 | -174363 | -281781 | -61237 | -245874 | -745426 |
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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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