Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735513.7173 | 670432.2391 | 65081.4782 | 116048.7472 | 22096.1452 | 93952.602 |
Total P&L (%) | 735.5137 | 670.4322 | 65.0815 | 116.0487 | 22.0961 | 93.9526 |
Avg Daily Profit (%) | 0.461 | 0.4202 | 0.0408 | 0.0483 | 0.0125 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162750 | -139036 | -80171 | -737476 | -624708 | -190441 |
Profit Factor | 2.0125 | 2.4287 | 1.253 | 1.0601 | 1.0171 | 1.1464 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 36.8421 | 25 | 48.9362 | 36.8421 | 25 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.45 | 7.2861 | 1.3075 | 1.8173 | 3.0514 | 1.1962 |
Largest Winning Trade | 497624 | 497624 | 54418 | 317507 | 317507 | 189588 |
Largest Losing Trade | -40747 | -40747 | -30460 | -187054 | -187054 | -113286 |
Avg Bars in Trades | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Winners | 79 | 99 | 69 | 79 | 99 | 69 |
Avg Bars in Losers | 30 | 35 | 22 | 30 | 35 | 22 |
Bars Traded | 4612 | 2478 | 2134 | 4612 | 2478 | 2134 |
Profit Streak | 0 | 0 | 159.0941 | 0 | 0 | 159.0941 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332259 | -15456 | -137923 | -286579 | -412174 | -195939 |
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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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