Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292039.3448 | 228000.8415 | 64038.5033 | 277690.7096 | 207879.1366 | 69811.573 |
Total P&L (%) | 292.0393 | 228.0008 | 64.0385 | 277.6907 | 207.8791 | 69.8116 |
Avg Daily Profit (%) | 0.24 | 0.1874 | 0.0526 | 0.1093 | 0.0925 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74554 | -85898 | -47346 | -651795 | -599197 | -358196 |
Profit Factor | 1.87 | 2.3769 | 1.3765 | 1.1495 | 1.227 | 1.0741 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 41.9355 | 40.4255 | 43.4783 | 41.9355 | 40.4255 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.5892 | 3.5027 | 1.7895 | 1.5916 | 1.8083 | 1.3963 |
Largest Winning Trade | 136078 | 136078 | 56084 | 509407 | 509407 | 278951 |
Largest Losing Trade | -25668 | -21289 | -25668 | -160410 | -147646 | -160410 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 76 | 62 | 90 | 76 | 62 | 90 |
Avg Bars in Losers | 30 | 36 | 23 | 30 | 36 | 23 |
Bars Traded | 4627 | 2201 | 2426 | 4627 | 2201 | 2426 |
Profit Streak | 0 | 0 | 20.3654 | 0 | 0 | 20.3654 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310472 | 302344 | -123275 | -104986 | -72414 | -275707 |
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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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