Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648406.4769 | 609676.7166 | 38729.7603 | 38524.7962 | -744398.6336 | 782923.4298 |
Total P&L (%) | 648.4065 | 609.6767 | 38.7298 | 38.5248 | -744.3986 | 782.9234 |
Avg Daily Profit (%) | 0.2742 | 0.2578 | 0.0164 | 0.0138 | 0 | 0.0921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147693 | -108051 | -128026 | -996583 | -1107694 | -311216 |
Profit Factor | 1.7783 | 2.3961 | 1.0977 | 1.011 | 0.6787 | 1.6657 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 41.3793 | 29.5455 | 53.4884 | 41.3793 | 29.5455 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.5193 | 5.7137 | 0.9545 | 1.4323 | 1.6185 | 1.4485 |
Largest Winning Trade | 327771 | 327771 | 58499 | 339746 | 339746 | 306684 |
Largest Losing Trade | -62946 | -36744 | -62946 | -249601 | -237529 | -249601 |
Avg Bars in Trades | 77 | 86 | 67 | 77 | 86 | 67 |
Avg Bars in Winners | 105 | 132 | 90 | 105 | 132 | 90 |
Avg Bars in Losers | 57 | 67 | 41 | 57 | 67 | 41 |
Bars Traded | 6728 | 3811 | 2916 | 6728 | 3811 | 2916 |
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 | 321261 | 121447 | -287516 | -388301 | -587722 | -66991 |
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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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