Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630215.6323 | 485429.1439 | 144786.4883 | 328822.1983 | -17187.6395 | 346009.8377 |
Total P&L (%) | 630.2156 | 485.4291 | 144.7865 | 328.8222 | -17.1876 | 346.0098 |
Avg Daily Profit (%) | 0.426 | 0.3281 | 0.0979 | 0.0985 | -0.0127 | 0.1011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103739 | -142614 | -39071 | -879024 | -589269 | -336922 |
Profit Factor | 1.9478 | 2.1507 | 1.5956 | 1.1056 | 0.991 | 1.285 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 36.8932 | 26.9231 | 47.0588 | 36.8932 | 26.9231 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.3317 | 5.8377 | 1.7951 | 1.8912 | 2.6897 | 1.4456 |
Largest Winning Trade | 290411 | 290411 | 61667 | 454522 | 396611 | 454522 |
Largest Losing Trade | -37773 | -32656 | -37773 | -260778 | -260778 | -172028 |
Avg Bars in Trades | 41 | 46 | 35 | 41 | 46 | 35 |
Avg Bars in Winners | 73 | 93 | 61 | 73 | 93 | 61 |
Avg Bars in Losers | 22 | 29 | 13 | 22 | 29 | 13 |
Bars Traded | 4267 | 2436 | 1830 | 4267 | 2436 | 1830 |
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 | 318454 | -188864 | -240506 | -169599 | -779672 | -239183 |
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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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