Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479690.2421 | 400653.1006 | 79037.1415 | 332275.8524 | 239241.0903 | 93034.7621 |
Total P&L (%) | 479.6902 | 400.6531 | 79.0371 | 332.2759 | 239.2411 | 93.0348 |
Avg Daily Profit (%) | 0.2303 | 0.1924 | 0.038 | 0.0703 | 0.0587 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142084 | -155990 | -90881 | -648518 | -509917 | -251578 |
Profit Factor | 1.8353 | 2.2794 | 1.3027 | 1.1847 | 1.2251 | 1.1264 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 46.7391 | 43.4783 | 50 | 46.7391 | 43.4783 | 50 |
Ratio Avg Win / Avg Loss | 2.0914 | 2.9632 | 1.3027 | 1.35 | 1.5927 | 1.1264 |
Largest Winning Trade | 280699 | 280699 | 55408 | 319777 | 319777 | 161505 |
Largest Losing Trade | -29675 | -27413 | -29675 | -166914 | -166914 | -86454 |
Avg Bars in Trades | 265 | 233 | 298 | 265 | 233 | 298 |
Avg Bars in Winners | 371 | 338 | 399 | 371 | 338 | 399 |
Avg Bars in Losers | 173 | 153 | 196 | 173 | 153 | 196 |
Bars Traded | 24463 | 10749 | 13714 | 24463 | 10749 | 13714 |
Profit Streak | 0 | 0 | 42.6213 | 0 | 0 | 42.6213 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372246 | 339582 | -141041 | -117416 | -116298 | -231164 |
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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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