Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421632.381 | 315142.7052 | 106489.6757 | 480716.0149 | 266261.9541 | 214454.0608 |
Total P&L (%) | 421.6324 | 315.1427 | 106.4897 | 480.716 | 266.262 | 214.4541 |
Avg Daily Profit (%) | 0.2643 | 0.1975 | 0.0668 | 0.1103 | 0.0814 | 0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70613 | -69335 | -70719 | -275256 | -176889 | -138440 |
Profit Factor | 1.8853 | 2.5234 | 1.3953 | 1.3804 | 1.47 | 1.3076 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 56.044 | 56.5217 | 55.5556 | 56.044 | 56.5217 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4787 | 1.9411 | 1.1162 | 1.0827 | 1.1308 | 1.0461 |
Largest Winning Trade | 186222 | 186222 | 70151 | 285840 | 159206 | 285840 |
Largest Losing Trade | -40609 | -33759 | -40609 | -127455 | -96207 | -127455 |
Avg Bars in Trades | 49 | 18 | 80 | 49 | 18 | 80 |
Avg Bars in Winners | 75 | 21 | 131 | 75 | 21 | 131 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 4471 | 852 | 3619 | 4471 | 852 | 3619 |
Profit Streak | 0 | 0 | 45.0941 | 0 | 0 | 45.0941 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419925 | 489855 | -101364 | -44103 | -81944 | -95115 |
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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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