Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505241.6217 | 361251.3242 | 143990.2975 | 837490.9895 | 855899.5534 | -18408.5639 |
Total P&L (%) | 505.2416 | 361.2513 | 143.9903 | 837.491 | 855.8996 | -18.4086 |
Avg Daily Profit (%) | 0.2657 | 0.19 | 0.0757 | 0.1178 | 0.1188 | -0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98861 | -116371 | -127543 | -1371337 | -1674990 | -1328322 |
Profit Factor | 1.8171 | 2.1928 | 1.4564 | 1.1204 | 1.2402 | 0.9946 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 42.268 | 40.8163 | 43.75 | 42.268 | 40.8163 | 43.75 |
Ratio Avg Win / Avg Loss | 2.4819 | 3.1795 | 1.8725 | 1.5303 | 1.7983 | 1.2787 |
Largest Winning Trade | 146592 | 146592 | 60590 | 926659 | 926659 | 635861 |
Largest Losing Trade | -34924 | -28112 | -34924 | -404912 | -366620 | -404912 |
Avg Bars in Trades | 114 | 88 | 141 | 114 | 88 | 141 |
Avg Bars in Winners | 192 | 140 | 242 | 192 | 140 | 242 |
Avg Bars in Losers | 57 | 52 | 62 | 57 | 52 | 62 |
Bars Traded | 11093 | 4324 | 6769 | 11093 | 4324 | 6769 |
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 | 334740 | 296376 | -92022 | -125092 | -36632 | -581453 |
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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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