Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656175.8924 | 561164.0224 | 95011.87 | 312573.6789 | 379639.0924 | -67065.4135 |
Total P&L (%) | 656.1759 | 561.164 | 95.0119 | 312.5737 | 379.6391 | -67.0654 |
Avg Daily Profit (%) | 0.3554 | 0.3039 | 0.0515 | 0.0768 | 0.085 | -0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124892 | -71337 | -93102 | -719472 | -363521 | -471861 |
Profit Factor | 2.0485 | 2.8224 | 1.2989 | 1.0933 | 1.2269 | 0.96 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 46.3918 | 44.898 | 47.9167 | 46.3918 | 44.898 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.3672 | 3.4638 | 1.4118 | 1.2634 | 1.5057 | 1.0435 |
Largest Winning Trade | 497475 | 497475 | 59656 | 480364 | 480364 | 196209 |
Largest Losing Trade | -45403 | -35086 | -45403 | -370091 | -181969 | -370091 |
Avg Bars in Trades | 110 | 83 | 137 | 110 | 83 | 137 |
Avg Bars in Winners | 161 | 108 | 212 | 161 | 108 | 212 |
Avg Bars in Losers | 65 | 63 | 67 | 65 | 63 | 67 |
Bars Traded | 10681 | 4090 | 6591 | 10681 | 4090 | 6591 |
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 | 436138 | 447318 | -124837 | -209444 | -80674 | -579832 |
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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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