Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457187.646 | 346540.2227 | 110647.4233 | 1005949.3142 | 443500.697 | 562448.6173 |
Total P&L (%) | 457.1876 | 346.5402 | 110.6474 | 1005.9493 | 443.5007 | 562.4486 |
Avg Daily Profit (%) | 0.2454 | 0.186 | 0.0594 | 0.1291 | 0.0909 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70261 | -51688 | -69793 | -812482 | -577060 | -547265 |
Profit Factor | 2.043 | 2.4548 | 1.5528 | 1.2552 | 1.1907 | 1.3482 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.7805 | 46.3415 | 51.2195 | 48.7805 | 46.3415 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.1451 | 2.8424 | 1.4789 | 1.318 | 1.3787 | 1.284 |
Largest Winning Trade | 131862 | 131862 | 63355 | 518597 | 518597 | 454651 |
Largest Losing Trade | -53498 | -34966 | -53498 | -475929 | -393629 | -475929 |
Avg Bars in Trades | 86 | 67 | 106 | 86 | 67 | 106 |
Avg Bars in Winners | 107 | 80 | 130 | 107 | 80 | 130 |
Avg Bars in Losers | 67 | 55 | 80 | 67 | 55 | 80 |
Bars Traded | 7115 | 2754 | 4361 | 7115 | 2754 | 4361 |
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 | 95058 | 388526 | -111794 | -29719 | -83775 | -56428 |
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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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