Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903010.7813 | 835475.3695 | 67535.4117 | 767884.2528 | 948497.7846 | -180613.5318 |
Total P&L (%) | 903.0108 | 835.4754 | 67.5354 | 767.8843 | 948.4978 | -180.6135 |
Avg Daily Profit (%) | 0.3907 | 0.3615 | 0.0292 | 0.0935 | 0.1017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158953 | -110546 | -193563 | -1080530 | -622777 | -977076 |
Profit Factor | 2.119 | 3.0783 | 1.1668 | 1.2076 | 1.4907 | 0.8977 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 41.573 | 37.7778 | 45.4545 | 41.573 | 37.7778 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.978 | 5.0702 | 1.4001 | 1.6972 | 2.4552 | 1.0772 |
Largest Winning Trade | 315029 | 315029 | 81739 | 934461 | 934461 | 345843 |
Largest Losing Trade | -49609 | -45701 | -49609 | -432860 | -262305 | -432860 |
Avg Bars in Trades | 75 | 63 | 86 | 75 | 63 | 86 |
Avg Bars in Winners | 124 | 104 | 141 | 124 | 104 | 141 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 6692 | 2878 | 3814 | 6692 | 2878 | 3814 |
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 | 383681 | 382030 | -192816 | -70085 | -59087 | -580820 |
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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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