Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380732.8416 | 227697.8072 | 153035.0343 | 580605.1049 | 104603.1858 | 476001.9192 |
Total P&L (%) | 380.7328 | 227.6978 | 153.035 | 580.6051 | 104.6032 | 476.0019 |
Avg Daily Profit (%) | 0.2787 | 0.1666 | 0.112 | 0.1405 | 0.0524 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128131 | -56387 | -76425 | -2158671 | -1095149 | -1167107 |
Profit Factor | 1.9374 | 2.2562 | 1.6805 | 1.1396 | 1.0548 | 1.2116 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 41.3793 | 34.0909 | 48.8372 | 41.3793 | 34.0909 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.7447 | 4.3619 | 1.7605 | 1.6145 | 2.0393 | 1.2693 |
Largest Winning Trade | 124877 | 124877 | 62671 | 1093875 | 373006 | 1093875 |
Largest Losing Trade | -23770 | -20686 | -23770 | -490631 | -490631 | -438933 |
Avg Bars in Trades | 184 | 76 | 295 | 184 | 76 | 295 |
Avg Bars in Winners | 370 | 167 | 515 | 370 | 167 | 515 |
Avg Bars in Losers | 53 | 29 | 85 | 53 | 29 | 85 |
Bars Traded | 16082 | 3372 | 12710 | 16082 | 3372 | 12710 |
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 | 318694 | 198078 | -40685 | -74062 | -288183 | -22689 |
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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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