Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344787.8006 | 202179.5214 | 142608.2792 | 454960.78 | 282556.7992 | 172403.9809 |
Total P&L (%) | 344.7878 | 202.1795 | 142.6083 | 454.9608 | 282.5568 | 172.404 |
Avg Daily Profit (%) | 0.1837 | 0.1077 | 0.076 | 0.0913 | 0.0715 | 0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91862 | -50526 | -53477 | -245277 | -148387 | -223718 |
Profit Factor | 1.7614 | 1.9989 | 1.5694 | 1.3349 | 1.4436 | 1.239 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 64.5161 | 59.5745 | 69.5652 | 64.5161 | 59.5745 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.9688 | 1.3564 | 0.6866 | 0.7342 | 0.9796 | 0.5421 |
Largest Winning Trade | 76439 | 76439 | 41230 | 138096 | 138096 | 91155 |
Largest Losing Trade | -53477 | -37738 | -53477 | -207678 | -99538 | -207678 |
Avg Bars in Trades | 55 | 43 | 67 | 55 | 43 | 67 |
Avg Bars in Winners | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Losers | 75 | 55 | 102 | 75 | 55 | 102 |
Bars Traded | 5177 | 2062 | 3115 | 5177 | 2062 | 3115 |
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 | 376232 | -45203 | -88848 | -69998 | -96864 | -120960 |
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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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