Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468415.391 | 307349.1651 | 161066.2259 | 337970.6669 | 62661.2238 | 275309.4432 |
Total P&L (%) | 468.4154 | 307.3492 | 161.0662 | 337.9707 | 62.6612 | 275.3094 |
Avg Daily Profit (%) | 0.2689 | 0.1765 | 0.0925 | 0.0848 | 0.0279 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125424 | -158819 | -37674 | -189577 | -229417 | -91562 |
Profit Factor | 1.7615 | 1.7826 | 1.7242 | 1.2575 | 1.0749 | 1.5787 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 42.5287 | 29.5455 | 55.814 | 42.5287 | 29.5455 | 55.814 |
Ratio Avg Win / Avg Loss | 2.3804 | 4.2508 | 1.365 | 1.6993 | 2.5631 | 1.2498 |
Largest Winning Trade | 166521 | 166521 | 58526 | 170151 | 170151 | 132627 |
Largest Losing Trade | -33054 | -29674 | -33054 | -115986 | -115986 | -82965 |
Avg Bars in Trades | 117 | 103 | 132 | 117 | 103 | 132 |
Avg Bars in Winners | 178 | 196 | 168 | 178 | 196 | 168 |
Avg Bars in Losers | 72 | 64 | 86 | 72 | 64 | 86 |
Bars Traded | 10252 | 4553 | 5699 | 10252 | 4553 | 5699 |
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 | 319567 | 38799 | -66551 | -81436 | -302844 | -88935 |
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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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