Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395008.3278 | 106374.2037 | 288634.1241 | 903267.0932 | 223506.9467 | 679760.1465 |
Total P&L (%) | 395.0083 | 106.3742 | 288.6341 | 903.2671 | 223.5069 | 679.7601 |
Avg Daily Profit (%) | 0.2577 | 0.0694 | 0.1883 | 0.1506 | 0.0766 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70691 | -61937 | -57584 | -640729 | -485506 | -388083 |
Profit Factor | 2.0797 | 1.5226 | 2.7785 | 1.4061 | 1.1919 | 1.6417 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 60.8696 | 56.5217 | 65.2174 | 60.8696 | 56.5217 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.337 | 1.1712 | 1.4819 | 0.9039 | 0.9168 | 0.8756 |
Largest Winning Trade | 72156 | 72156 | 60313 | 435532 | 435532 | 413387 |
Largest Losing Trade | -57584 | -44420 | -57584 | -354490 | -216345 | -354490 |
Avg Bars in Trades | 45 | 34 | 55 | 45 | 34 | 55 |
Avg Bars in Winners | 50 | 28 | 68 | 50 | 28 | 68 |
Avg Bars in Losers | 37 | 42 | 30 | 37 | 42 | 30 |
Bars Traded | 4162 | 1602 | 2560 | 4162 | 1602 | 2560 |
Profit Streak | 0 | 0 | 30.1137 | 0 | 0 | 30.1137 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454025 | -97903 | 514765 | 300062 | -100861 | -10683 |
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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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