Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631865.881 | 452961.5864 | 178904.2946 | 2676852.9269 | 685660.8528 | 1991192.074 |
Total P&L (%) | 631.8659 | 452.9616 | 178.9043 | 2676.8529 | 685.6609 | 1991.1921 |
Avg Daily Profit (%) | 0.3356 | 0.2406 | 0.095 | 0.1767 | 0.1095 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160645 | -57137 | -124054 | -1015325 | -835463 | -424003 |
Profit Factor | 2.0812 | 2.8443 | 1.528 | 1.622 | 1.2891 | 2.0309 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 60.6383 | 59.5745 | 61.7021 | 60.6383 | 59.5745 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.351 | 1.9301 | 0.9484 | 1.0529 | 0.8747 | 1.2606 |
Largest Winning Trade | 169122 | 169122 | 54229 | 847047 | 484085 | 847047 |
Largest Losing Trade | -39325 | -35589 | -39325 | -625889 | -625889 | -411042 |
Avg Bars in Trades | 37 | 25 | 49 | 37 | 25 | 49 |
Avg Bars in Winners | 35 | 21 | 48 | 35 | 21 | 48 |
Avg Bars in Losers | 40 | 30 | 50 | 40 | 30 | 50 |
Bars Traded | 3498 | 1185 | 2314 | 3498 | 1185 | 2314 |
Profit Streak | 0 | 0 | 78.2644 | 0 | 0 | 78.2644 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492187 | 539902 | -64159 | 411399 | -46396 | 454110 |
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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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