Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569915.3114 | 471184.9037 | 98730.4077 | 707301.0902 | -29411.5448 | 736712.635 |
Total P&L (%) | 569.9153 | 471.1849 | 98.7304 | 707.3011 | -29.4115 | 736.7126 |
Avg Daily Profit (%) | 0.2431 | 0.201 | 0.0421 | 0.0891 | -0.0149 | 0.0907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120809 | -57240 | -112938 | -1808840 | -964015 | -895354 |
Profit Factor | 1.9985 | 2.7127 | 1.3339 | 1.1716 | 0.9858 | 1.3598 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 47.8723 | 44.6809 | 51.0638 | 47.8723 | 44.6809 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.1761 | 3.3585 | 1.2783 | 1.2757 | 1.2205 | 1.3031 |
Largest Winning Trade | 293364 | 293364 | 66446 | 688248 | 451060 | 688248 |
Largest Losing Trade | -39741 | -32180 | -39741 | -498833 | -367310 | -498833 |
Avg Bars in Trades | 145 | 139 | 150 | 145 | 139 | 150 |
Avg Bars in Winners | 223 | 223 | 223 | 223 | 223 | 223 |
Avg Bars in Losers | 72 | 70 | 75 | 72 | 70 | 75 |
Bars Traded | 13640 | 6547 | 7093 | 13640 | 6547 | 7093 |
Profit Streak | 0 | 0 | 76.3616 | 0 | 0 | 76.3616 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418569 | 389444 | -134764 | -105892 | -581098 | -69458 |
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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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