Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579958.8178 | 497345.3457 | 82613.4721 | 187293.3856 | 637295.9356 | -450002.5501 |
Total P&L (%) | 579.9588 | 497.3453 | 82.6135 | 187.2934 | 637.2959 | -450.0026 |
Avg Daily Profit (%) | 0.3637 | 0.3119 | 0.0518 | 0.0662 | 0.1254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165924 | -131292 | -96385 | -2728597 | -1958729 | -871825 |
Profit Factor | 1.9716 | 2.7382 | 1.2658 | 1.035 | 1.2278 | 0.8237 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 55.1724 | 45.4545 | 65.1163 | 55.1724 | 45.4545 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.6019 | 3.2858 | 0.6781 | 0.8409 | 1.4734 | 0.4413 |
Largest Winning Trade | 325696 | 325696 | 61078 | 1137512 | 1137512 | 356499 |
Largest Losing Trade | -61847 | -50236 | -61847 | -1481730 | -1481730 | -711230 |
Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Winners | 40 | 27 | 49 | 40 | 27 | 49 |
Avg Bars in Losers | 28 | 29 | 25 | 28 | 29 | 25 |
Bars Traded | 3025 | 1265 | 1760 | 3025 | 1265 | 1760 |
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 | 507070 | 445354 | -123505 | -287304 | -27014 | -578767 |
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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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