Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396053.939 | 378194.1231 | 17859.8158 | 55108.9619 | 66572.0159 | -11463.054 |
Total P&L (%) | 396.0539 | 378.1941 | 17.8598 | 55.109 | 66.572 | -11.4631 |
Avg Daily Profit (%) | 0.1691 | 0.1615 | 0.0076 | 0.0187 | 0.0218 | -0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163441 | -84441 | -191530 | -141938 | -78530 | -186158 |
Profit Factor | 1.5892 | 2.1196 | 1.0534 | 1.0832 | 1.1914 | 0.9636 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.1189 | 2.8261 | 1.4045 | 1.4442 | 1.5885 | 1.2848 |
Largest Winning Trade | 256133 | 256133 | 66876 | 118483 | 118483 | 69005 |
Largest Losing Trade | -44737 | -44737 | -37583 | -35269 | -35269 | -32426 |
Avg Bars in Trades | 81 | 84 | 77 | 81 | 84 | 77 |
Avg Bars in Winners | 132 | 126 | 138 | 132 | 126 | 138 |
Avg Bars in Losers | 42 | 53 | 32 | 42 | 53 | 32 |
Bars Traded | 6823 | 3565 | 3258 | 6823 | 3565 | 3258 |
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 | 279573 | 309183 | -355471 | -300384 | -175603 | -581845 |
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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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