Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383422.1763 | 276599.3795 | 106822.7969 | 251486.3951 | 177717.3191 | 73769.076 |
Total P&L (%) | 383.4222 | 276.5994 | 106.8228 | 251.4864 | 177.7173 | 73.7691 |
Avg Daily Profit (%) | 0.2805 | 0.2023 | 0.0781 | 0.092 | 0.0747 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83785 | -51572 | -54092 | -466099 | -363641 | -297963 |
Profit Factor | 1.8585 | 2.2297 | 1.4819 | 1.1482 | 1.2101 | 1.0867 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 53.4091 | 52.2727 | 54.5455 | 53.4091 | 52.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6213 | 2.0358 | 1.2349 | 1.0016 | 1.1049 | 0.9055 |
Largest Winning Trade | 218918 | 218918 | 67951 | 304642 | 304642 | 241367 |
Largest Losing Trade | -29563 | -29563 | -26873 | -195690 | -195690 | -139238 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 71 | 53 | 89 | 71 | 53 | 89 |
Avg Bars in Losers | 41 | 56 | 24 | 41 | 56 | 24 |
Bars Traded | 5065 | 2414 | 2651 | 5065 | 2414 | 2651 |
Profit Streak | 0 | 92.7986 | 0 | 0 | 92.7986 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450470 | 460680 | -86771 | -126986 | -92694 | -265125 |
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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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