Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931143.3234 | 797784.0126 | 133359.3108 | 739019.8207 | 755617.6324 | -16597.8117 |
Total P&L (%) | 931.1433 | 797.784 | 133.3593 | 739.0198 | 755.6176 | -16.5978 |
Avg Daily Profit (%) | 0.5025 | 0.4305 | 0.072 | 0.1149 | 0.1159 | -0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80788 | -88438 | -46479 | -1820222 | -1098506 | -1051549 |
Profit Factor | 2.8249 | 3.8416 | 1.5811 | 1.1118 | 1.2152 | 0.9946 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 45.679 | 41.4634 | 50 | 45.679 | 41.4634 | 50 |
Ratio Avg Win / Avg Loss | 3.3593 | 5.4235 | 1.5811 | 1.3222 | 1.7156 | 0.9946 |
Largest Winning Trade | 735615 | 735615 | 56949 | 1366806 | 1366806 | 741328 |
Largest Losing Trade | -44433 | -44433 | -34500 | -653087 | -516700 | -653087 |
Avg Bars in Trades | 65 | 43 | 88 | 65 | 43 | 88 |
Avg Bars in Winners | 103 | 54 | 145 | 103 | 54 | 145 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 5317 | 1790 | 3526 | 5317 | 1790 | 3526 |
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 | -1942 | 492105 | -93906 | -154710 | -40443 | -580749 |
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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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