Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611009.6742 | 498117.0757 | 112892.5986 | 730735.398 | 215630.1779 | 515105.2201 |
Total P&L (%) | 611.0097 | 498.1171 | 112.8926 | 730.7354 | 215.6302 | 515.1052 |
Avg Daily Profit (%) | 0.309 | 0.2519 | 0.0571 | 0.1071 | 0.0581 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91243 | -91757 | -136013 | -459116 | -504851 | -339715 |
Profit Factor | 1.9944 | 2.33 | 1.4706 | 1.3214 | 1.1346 | 1.7668 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 40.2174 | 34.7826 | 45.6522 | 40.2174 | 34.7826 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.9647 | 4.3687 | 1.7507 | 1.9643 | 2.1274 | 2.1033 |
Largest Winning Trade | 203758 | 203758 | 68608 | 321337 | 321337 | 284532 |
Largest Losing Trade | -51643 | -45735 | -51643 | -459116 | -459116 | -163365 |
Avg Bars in Trades | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 3870 | 1943 | 1927 | 3870 | 1943 | 1927 |
Profit Streak | 0 | 0 | 654.1068 | 0 | 0 | 654.1068 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331189 | 239663 | -115109 | -51797 | -192446 | -67156 |
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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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