Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645044.686 | 580995.8711 | 64048.8149 | 281577.5093 | 74988.941 | 206588.5683 |
Total P&L (%) | 645.0447 | 580.9959 | 64.0488 | 281.5775 | 74.9889 | 206.5886 |
Avg Daily Profit (%) | 0.345 | 0.3108 | 0.0343 | 0.0717 | 0.0299 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104384 | -91383 | -78105 | -434778 | -389921 | -197989 |
Profit Factor | 2.088 | 2.6759 | 1.2601 | 1.1216 | 1.0534 | 1.2267 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 39.3617 | 31.9149 | 46.8085 | 39.3617 | 31.9149 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.2166 | 5.7086 | 1.432 | 1.7279 | 2.2473 | 1.394 |
Largest Winning Trade | 544286 | 544286 | 46920 | 361046 | 361046 | 129906 |
Largest Losing Trade | -28044 | -28044 | -23249 | -126501 | -126501 | -117473 |
Avg Bars in Trades | 78 | 71 | 85 | 78 | 71 | 85 |
Avg Bars in Winners | 136 | 147 | 129 | 136 | 147 | 129 |
Avg Bars in Losers | 40 | 35 | 46 | 40 | 35 | 46 |
Bars Traded | 7371 | 3353 | 4017 | 7371 | 3353 | 4017 |
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 | 336993 | 256940 | -148842 | -186808 | -320522 | -114403 |
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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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