Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618080.2411 | 472547.4509 | 145532.7901 | 1736421.6076 | 1636023.9244 | 100397.6832 |
Total P&L (%) | 618.0802 | 472.5475 | 145.5328 | 1736.4216 | 1636.0239 | 100.3977 |
Avg Daily Profit (%) | 0.3488 | 0.2667 | 0.0821 | 0.1644 | 0.1612 | 0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71871 | -68214 | -60559 | -1495685 | -1445928 | -1190228 |
Profit Factor | 2.5318 | 3.2387 | 1.7564 | 1.2538 | 1.4789 | 1.0293 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 55.3191 | 53.1915 | 57.4468 | 55.3191 | 53.1915 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.0449 | 2.8501 | 1.301 | 1.0127 | 1.3015 | 0.7625 |
Largest Winning Trade | 196974 | 196974 | 73366 | 1319078 | 1319078 | 980062 |
Largest Losing Trade | -47341 | -33495 | -47341 | -969198 | -919198 | -969198 |
Avg Bars in Trades | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Winners | 77 | 67 | 86 | 77 | 67 | 86 |
Avg Bars in Losers | 26 | 31 | 20 | 26 | 31 | 20 |
Bars Traded | 5115 | 2360 | 2755 | 5115 | 2360 | 2755 |
Profit Streak | 0 | 27.0423 | 0 | 0 | 27.0423 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542745 | 555033 | -80035 | 305108 | 357098 | -329389 |
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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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