Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468186.1736 | 416028.2376 | 52157.9359 | 285476.9062 | 207885.4504 | 77591.4558 |
Total P&L (%) | 468.1862 | 416.0282 | 52.1579 | 285.4769 | 207.8855 | 77.5915 |
Avg Daily Profit (%) | 0.2513 | 0.2233 | 0.028 | 0.0725 | 0.0604 | 0.0308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67906 | -78438 | -71099 | -243963 | -277455 | -235549 |
Profit Factor | 1.9445 | 3.0302 | 1.1794 | 1.1788 | 1.3145 | 1.083 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 39.3617 | 40.4255 | 38.2979 | 39.3617 | 40.4255 | 38.2979 |
Ratio Avg Win / Avg Loss | 2.9955 | 4.4655 | 1.9001 | 1.8161 | 1.9372 | 1.7448 |
Largest Winning Trade | 368313 | 368313 | 58672 | 182556 | 178175 | 182556 |
Largest Losing Trade | -35239 | -19238 | -35239 | -147511 | -54196 | -147511 |
Avg Bars in Trades | 116 | 102 | 130 | 116 | 102 | 130 |
Avg Bars in Winners | 188 | 157 | 222 | 188 | 157 | 222 |
Avg Bars in Losers | 69 | 65 | 72 | 69 | 65 | 72 |
Bars Traded | 10949 | 4838 | 6111 | 10949 | 4838 | 6111 |
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 | 283189 | 358791 | -183248 | -122767 | -114650 | -284322 |
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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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