Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591593.7747 | 543544.9665 | 48048.8082 | 178873.7125 | 92914.1008 | 85959.6117 |
Total P&L (%) | 591.5938 | 543.545 | 48.0488 | 178.8737 | 92.9141 | 85.9596 |
Avg Daily Profit (%) | 0.3167 | 0.291 | 0.0257 | 0.0549 | 0.0352 | 0.0332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126975 | -81893 | -65797 | -1129790 | -743110 | -597457 |
Profit Factor | 2.1041 | 2.8652 | 1.1966 | 1.0424 | 1.0409 | 1.0442 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 40.3361 | 36.6667 | 44.0678 | 40.3361 | 36.6667 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.1123 | 4.949 | 1.5187 | 1.5419 | 1.7979 | 1.3253 |
Largest Winning Trade | 532133 | 532133 | 59870 | 535024 | 535024 | 437348 |
Largest Losing Trade | -46318 | -46318 | -38457 | -325800 | -209728 | -325800 |
Avg Bars in Trades | 90 | 72 | 108 | 90 | 72 | 108 |
Avg Bars in Winners | 161 | 126 | 191 | 161 | 126 | 191 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 10764 | 4372 | 6392 | 10764 | 4372 | 6392 |
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 | 345381 | -160358 | -342174 | -295779 | -494973 | -499415 |
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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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