Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585829.5466 | 489799.9173 | 96029.6293 | 387611.241 | 842479.0529 | -454867.8119 |
Total P&L (%) | 585.8295 | 489.7999 | 96.0296 | 387.6112 | 842.4791 | -454.8678 |
Avg Daily Profit (%) | 0.313 | 0.2617 | 0.0513 | 0.0847 | 0.1199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122634 | -55626 | -136893 | -796031 | -317545 | -657143 |
Profit Factor | 1.8829 | 2.5289 | 1.2798 | 1.1453 | 1.7086 | 0.6924 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 39.3617 | 36.1702 | 42.5532 | 39.3617 | 36.1702 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.9007 | 4.4628 | 1.7278 | 1.7644 | 3.0152 | 0.9348 |
Largest Winning Trade | 289718 | 289718 | 85129 | 754456 | 754456 | 185962 |
Largest Losing Trade | -33882 | -25094 | -33882 | -354216 | -102205 | -354216 |
Avg Bars in Trades | 234 | 199 | 269 | 234 | 199 | 269 |
Avg Bars in Winners | 429 | 386 | 465 | 429 | 386 | 465 |
Avg Bars in Losers | 108 | 93 | 125 | 108 | 93 | 125 |
Bars Traded | 22046 | 9364 | 12682 | 22046 | 9364 | 12682 |
Profit Streak | 0 | 0 | 132.2732 | 0 | 0 | 132.2732 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312877 | 276189 | -125189 | -143385 | -34563 | -582633 |
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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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