Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588515.8401 | 433430.4936 | 155085.3465 | 995472.3414 | 800570.3329 | 194902.0086 |
Total P&L (%) | 588.5158 | 433.4305 | 155.0853 | 995.4723 | 800.5703 | 194.902 |
Avg Daily Profit (%) | 0.2566 | 0.189 | 0.0676 | 0.1044 | 0.0959 | 0.0472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76578 | -139873 | -85799 | -680663 | -441336 | -411032 |
Profit Factor | 1.9636 | 2.3374 | 1.541 | 1.4014 | 1.6283 | 1.1616 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 39.5604 | 36.9565 | 42.2222 | 39.5604 | 36.9565 | 42.2222 |
Ratio Avg Win / Avg Loss | 3 | 3.9873 | 2.1088 | 2.1411 | 2.7778 | 1.5896 |
Largest Winning Trade | 185973 | 185973 | 61796 | 494342 | 494342 | 319687 |
Largest Losing Trade | -30459 | -30128 | -30459 | -319972 | -141363 | -319972 |
Avg Bars in Trades | 98 | 85 | 110 | 98 | 85 | 110 |
Avg Bars in Winners | 169 | 151 | 184 | 169 | 151 | 184 |
Avg Bars in Losers | 51 | 47 | 56 | 51 | 47 | 56 |
Bars Traded | 8928 | 3953 | 4975 | 8928 | 3953 | 4975 |
Profit Streak | 0 | 0 | 37.7134 | 0 | 0 | 37.7134 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303642 | 251254 | -102392 | -55157 | -66470 | -173938 |
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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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