Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354870.8914 | 68394.1438 | 286476.7476 | 816799.4874 | 114478.0252 | 702321.4622 |
Total P&L (%) | 354.8709 | 68.3941 | 286.4767 | 816.7995 | 114.478 | 702.3215 |
Avg Daily Profit (%) | 0.2316 | 0.0446 | 0.1869 | 0.1447 | 0.0498 | 0.136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57977 | -47978 | -67042 | -470490 | -246578 | -269989 |
Profit Factor | 1.9505 | 1.3762 | 2.4958 | 1.45 | 1.136 | 1.7218 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 49.4845 | 38.7755 | 60.4167 | 49.4845 | 38.7755 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.9912 | 2.1729 | 1.6352 | 1.4802 | 1.7936 | 1.1281 |
Largest Winning Trade | 76569 | 76569 | 71972 | 441820 | 333161 | 441820 |
Largest Losing Trade | -29082 | -18692 | -29082 | -257545 | -123062 | -257545 |
Avg Bars in Trades | 60 | 22 | 100 | 60 | 22 | 100 |
Avg Bars in Winners | 94 | 34 | 134 | 94 | 34 | 134 |
Avg Bars in Losers | 27 | 14 | 47 | 27 | 14 | 47 |
Bars Traded | 5895 | 1083 | 4812 | 5895 | 1083 | 4812 |
Profit Streak | 24.5954 | 34.3454 | 0 | 24.5954 | 34.3454 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439104 | -135196 | 493393 | 76639 | -199697 | -7503 |
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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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