Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427132.6889 | 331598.8247 | 95533.8642 | 521043.9679 | 446763.5299 | 74280.438 |
Total P&L (%) | 427.1327 | 331.5988 | 95.5339 | 521.044 | 446.7635 | 74.2804 |
Avg Daily Profit (%) | 0.1946 | 0.1511 | 0.0435 | 0.0832 | 0.0774 | 0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92119 | -91564 | -94278 | -545478 | -552053 | -525254 |
Profit Factor | 1.8089 | 2.26 | 1.3607 | 1.2022 | 1.3498 | 1.0571 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 44.3182 | 47.7273 | 40.9091 | 44.3182 | 47.7273 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.2728 | 2.4752 | 1.9655 | 1.5105 | 1.4784 | 1.527 |
Largest Winning Trade | 137973 | 137973 | 55887 | 351093 | 351093 | 257280 |
Largest Losing Trade | -49217 | -42901 | -49217 | -279417 | -228453 | -279417 |
Avg Bars in Trades | 73 | 64 | 83 | 73 | 64 | 83 |
Avg Bars in Winners | 115 | 98 | 136 | 115 | 98 | 136 |
Avg Bars in Losers | 40 | 33 | 47 | 40 | 33 | 47 |
Bars Traded | 6508 | 2826 | 3682 | 6508 | 2826 | 3682 |
Profit Streak | 0 | 0 | 45.0743 | 0 | 0 | 45.0743 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325152 | 384464 | -136121 | -82770 | -89992 | -318528 |
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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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