Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290929.3102 | 265308.8972 | 25620.413 | 469504.1696 | 360310.1078 | 109194.0618 |
Total P&L (%) | 290.9293 | 265.3089 | 25.6204 | 469.5042 | 360.3101 | 109.1941 |
Avg Daily Profit (%) | 0.2793 | 0.2547 | 0.0246 | 0.1671 | 0.1467 | 0.0709 |
Buy And Hold Return (%) | 109.561 | 109.561 | 109.561 | 109.561 | 109.561 | 109.561 |
Max Trade Drawdown | -57055 | -60465 | -13549 | -428469 | -443117 | -80014 |
Profit Factor | 1.9724 | 2.136 | 1.3902 | 1.4285 | 1.4045 | 1.533 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 59.1398 | 60.8696 | 57.4468 | 59.1398 | 60.8696 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.3627 | 1.3732 | 1.0298 | 0.987 | 0.9029 | 1.1355 |
Largest Winning Trade | 94898 | 94898 | 8622 | 315503 | 315503 | 56647 |
Largest Losing Trade | -47589 | -47589 | -9014 | -386285 | -386285 | -56030 |
Avg Bars in Trades | 261 | 513 | 16 | 261 | 513 | 16 |
Avg Bars in Winners | 227 | 432 | 15 | 227 | 432 | 15 |
Avg Bars in Losers | 311 | 638 | 16 | 311 | 638 | 16 |
Bars Traded | 24360 | 23605 | 755 | 24360 | 23605 | 755 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322197 | 303995 | -323830 | 216245 | 15890 | -261243 |
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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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