Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522773.4601 | 382391.8972 | 140381.5629 | 222203.0985 | 70438.9551 | 151764.1435 |
Total P&L (%) | 522.7735 | 382.3919 | 140.3816 | 222.2031 | 70.439 | 151.7641 |
Avg Daily Profit (%) | 0.3549 | 0.2596 | 0.0953 | 0.0795 | 0.0362 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80090 | -112922 | -75564 | -436946 | -265273 | -243980 |
Profit Factor | 1.9332 | 2.2815 | 1.5363 | 1.1814 | 1.1203 | 1.2374 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 49.4118 | 35.7143 | 62.7907 | 49.4118 | 35.7143 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.9793 | 4.1068 | 0.9104 | 1.2096 | 2.0165 | 0.7333 |
Largest Winning Trade | 199217 | 199217 | 68302 | 211640 | 192063 | 211640 |
Largest Losing Trade | -75564 | -28637 | -75564 | -243980 | -99737 | -243980 |
Avg Bars in Trades | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Winners | 46 | 39 | 50 | 46 | 39 | 50 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 2854 | 1146 | 1708 | 2854 | 1146 | 1708 |
Profit Streak | 0 | 124.5146 | 0 | 0 | 124.5146 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469133 | 295138 | -64165 | -107816 | -235891 | -109458 |
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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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