Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449667.5674 | 335596.0814 | 114071.486 | 181826.7101 | 175669.5055 | 6157.2045 |
Total P&L (%) | 449.6676 | 335.5961 | 114.0715 | 181.8267 | 175.6695 | 6.1572 |
Avg Daily Profit (%) | 0.2043 | 0.1524 | 0.0518 | 0.0471 | 0.0461 | 0.0027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172685 | -85761 | -119874 | -323264 | -197299 | -180503 |
Profit Factor | 1.9007 | 2.3278 | 1.4628 | 1.2184 | 1.3814 | 1.0166 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 54.6392 | 48.9796 | 60.4167 | 54.6392 | 48.9796 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.578 | 2.4248 | 0.9584 | 1.0115 | 1.439 | 0.666 |
Largest Winning Trade | 178462 | 178462 | 37395 | 178462 | 178462 | 76146 |
Largest Losing Trade | -83391 | -48322 | -83391 | -166870 | -166870 | -113261 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 4250 | 2030 | 2220 | 4250 | 2030 | 2220 |
Profit Streak | 0 | 0 | 61.2882 | 0 | 0 | 61.2882 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436531 | 408489 | -122308 | -129594 | -131096 | -556951 |
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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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