Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263436.963 | 172637.5963 | 90799.3667 | 684577.4846 | 409168.7676 | 275408.717 |
Total P&L (%) | 263.437 | 172.6376 | 90.7994 | 684.5775 | 409.1688 | 275.4087 |
Avg Daily Profit (%) | 0.5058 | 0.3315 | 0.1743 | 0.3963 | 0.313 | 0.2543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32585 | -28033 | -52925 | -217836 | -180839 | -238027 |
Profit Factor | 2.1258 | 2.9619 | 1.6219 | 1.5648 | 1.7942 | 1.3953 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 54.1667 | 54.1667 | 54.1667 | 54.1667 | 54.1667 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.7988 | 2.5062 | 1.3724 | 1.3241 | 1.5182 | 1.1806 |
Largest Winning Trade | 55036 | 55036 | 31356 | 168968 | 168968 | 161867 |
Largest Losing Trade | -27152 | -18307 | -27152 | -152535 | -119810 | -152535 |
Avg Bars in Trades | 253 | 80 | 426 | 253 | 80 | 426 |
Avg Bars in Winners | 384 | 107 | 661 | 384 | 107 | 661 |
Avg Bars in Losers | 98 | 48 | 149 | 98 | 48 | 149 |
Bars Traded | 24333 | 3867 | 20466 | 24333 | 3867 | 20466 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522179 | 520604 | 339164 | 419220 | 433796 | 317204 |
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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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