Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341075.6461 | 227515.3542 | 113560.2919 | 815030.8865 | 760045.9961 | 54984.8904 |
Total P&L (%) | 341.0756 | 227.5154 | 113.5603 | 815.0309 | 760.046 | 54.9849 |
Avg Daily Profit (%) | 0.3274 | 0.2184 | 0.109 | 0.2127 | 0.2068 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66596 | -45768 | -57471 | -999937 | -284470 | -830031 |
Profit Factor | 2.1397 | 2.4381 | 1.8051 | 1.3586 | 1.7264 | 1.0448 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 38.7097 | 34.7826 | 42.5532 | 38.7097 | 34.7826 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.3879 | 4.5714 | 2.4369 | 2.1511 | 3.237 | 1.4105 |
Largest Winning Trade | 109309 | 109309 | 47966 | 491995 | 491995 | 279828 |
Largest Losing Trade | -18995 | -11612 | -18995 | -214572 | -149937 | -214572 |
Avg Bars in Trades | 264 | 283 | 245 | 264 | 283 | 245 |
Avg Bars in Winners | 463 | 524 | 414 | 463 | 524 | 414 |
Avg Bars in Losers | 138 | 154 | 121 | 138 | 154 | 121 |
Bars Traded | 24593 | 13032 | 11561 | 24593 | 13032 | 11561 |
Profit Streak | 0 | 42.179 | 0 | 0 | 42.179 | 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 | 310948 | 256708 | -46839 | 200055 | 218688 | -311739 |
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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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