Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635327.8004 | 563355.8944 | 71971.906 | 161763.2706 | -217303.2448 | 379066.5154 |
Total P&L (%) | 635.3278 | 563.3559 | 71.9719 | 161.7633 | -217.3032 | 379.0665 |
Avg Daily Profit (%) | 0.3281 | 0.2909 | 0.0372 | 0.0497 | 0 | 0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134687 | -81900 | -85249 | -553333 | -478257 | -255419 |
Profit Factor | 1.8803 | 2.5382 | 1.2025 | 1.0718 | 0.8377 | 1.4142 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 40.4762 | 35.7143 | 45.2381 | 40.4762 | 35.7143 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.7652 | 4.5688 | 1.4556 | 1.5761 | 1.5079 | 1.7119 |
Largest Winning Trade | 416851 | 416851 | 62809 | 254259 | 254259 | 146863 |
Largest Losing Trade | -46340 | -44805 | -46340 | -168536 | -168536 | -105110 |
Avg Bars in Trades | 87 | 94 | 80 | 87 | 94 | 80 |
Avg Bars in Winners | 124 | 115 | 131 | 124 | 115 | 131 |
Avg Bars in Losers | 62 | 82 | 38 | 62 | 82 | 38 |
Bars Traded | 7359 | 3962 | 3397 | 7359 | 3962 | 3397 |
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 | 332012 | 293092 | -145572 | -270500 | -583512 | -84808 |
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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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