Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453496.6562 | 418165.6872 | 35330.969 | 137000.3891 | 85237.8528 | 51762.5362 |
Total P&L (%) | 453.4967 | 418.1657 | 35.331 | 137.0004 | 85.2379 | 51.7625 |
Avg Daily Profit (%) | 0.4172 | 0.3847 | 0.0325 | 0.0794 | 0.0567 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170582 | -109961 | -104695 | -779661 | -618203 | -280355 |
Profit Factor | 2.1392 | 3.0674 | 1.1804 | 1.1029 | 1.1002 | 1.1075 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 49.3671 | 48.7179 | 50 | 49.3671 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 2.194 | 3.2288 | 1.1804 | 1.1311 | 1.1581 | 1.1075 |
Largest Winning Trade | 456304 | 456304 | 28941 | 582101 | 582101 | 164838 |
Largest Losing Trade | -38037 | -38037 | -35094 | -265496 | -265496 | -75613 |
Avg Bars in Trades | 51 | 58 | 45 | 51 | 58 | 45 |
Avg Bars in Winners | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Losers | 47 | 57 | 37 | 47 | 57 | 37 |
Bars Traded | 4099 | 2297 | 1802 | 4099 | 2297 | 1802 |
Profit Streak | 0 | 47.1259 | 0 | 0 | 47.1259 | 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 | -17977 | 545078 | -174147 | -225836 | -227352 | -245134 |
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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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