Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430660.1136 | 398475.6835 | 32184.43 | 128444.9127 | 58452.0812 | 69992.8315 |
Total P&L (%) | 430.6601 | 398.4757 | 32.1844 | 128.4449 | 58.4521 | 69.9928 |
Avg Daily Profit (%) | 0.1833 | 0.1696 | 0.0137 | 0.0352 | 0.0196 | 0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130002 | -71306 | -171371 | -207533 | -111504 | -153491 |
Profit Factor | 1.694 | 2.4004 | 1.0958 | 1.1515 | 1.1479 | 1.1547 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.4469 | 3.4673 | 1.5828 | 1.6633 | 1.658 | 1.6679 |
Largest Winning Trade | 230360 | 230360 | 72174 | 101189 | 101189 | 89591 |
Largest Losing Trade | -39164 | -39164 | -32624 | -72246 | -47302 | -72246 |
Avg Bars in Trades | 77 | 70 | 84 | 77 | 70 | 84 |
Avg Bars in Winners | 135 | 120 | 150 | 135 | 120 | 150 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 6826 | 3096 | 3729 | 6826 | 3096 | 3729 |
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 | 265949 | 304459 | -294995 | -201969 | -227701 | -215407 |
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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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