Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371895.1999 | 117803.0124 | 254092.1875 | 675706.5459 | 467202.842 | 208503.7039 |
Total P&L (%) | 371.8952 | 117.803 | 254.0922 | 675.7065 | 467.2028 | 208.5037 |
Avg Daily Profit (%) | 0.251 | 0.0795 | 0.1715 | 0.1384 | 0.1172 | 0.0761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77536 | -55971 | -49115 | -635344 | -354761 | -390361 |
Profit Factor | 1.8803 | 1.5076 | 2.3345 | 1.3368 | 1.4688 | 1.2065 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 63.2184 | 54.5455 | 72.093 | 63.2184 | 54.5455 | 72.093 |
Ratio Avg Win / Avg Loss | 1.094 | 1.2563 | 0.9037 | 0.7778 | 1.224 | 0.467 |
Largest Winning Trade | 82138 | 82138 | 46346 | 353464 | 353464 | 126015 |
Largest Losing Trade | -49115 | -36037 | -49115 | -302570 | -253695 | -302570 |
Avg Bars in Trades | 45 | 35 | 56 | 45 | 35 | 56 |
Avg Bars in Winners | 38 | 31 | 43 | 38 | 31 | 43 |
Avg Bars in Losers | 58 | 39 | 88 | 58 | 39 | 88 |
Bars Traded | 3959 | 1549 | 2411 | 3959 | 1549 | 2411 |
Profit Streak | 0 | 0 | 20.2229 | 0 | 0 | 20.2229 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458591 | -84796 | 468813 | -7045 | -34772 | -89567 |
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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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