Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646943.4393 | 590192.1887 | 56751.2506 | 226520.6006 | 814793.8682 | -588273.2677 |
Total P&L (%) | 646.9434 | 590.1922 | 56.7513 | 226.5206 | 814.7939 | -588.2733 |
Avg Daily Profit (%) | 0.268 | 0.2445 | 0.0235 | 0.049 | 0.0917 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150696 | -104006 | -161920 | -1349568 | -1159111 | -1526801 |
Profit Factor | 1.9376 | 2.7566 | 1.1603 | 1.0429 | 1.3186 | 0.7838 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 40.4762 | 38.0952 | 42.8571 | 40.4762 | 38.0952 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8494 | 4.4794 | 1.5471 | 1.5337 | 2.1427 | 1.045 |
Largest Winning Trade | 276341 | 276341 | 74293 | 938887 | 938887 | 618847 |
Largest Losing Trade | -52239 | -41015 | -52239 | -741402 | -439760 | -741402 |
Avg Bars in Trades | 113 | 102 | 124 | 113 | 102 | 124 |
Avg Bars in Winners | 183 | 162 | 200 | 183 | 162 | 200 |
Avg Bars in Losers | 66 | 65 | 66 | 66 | 65 | 66 |
Bars Traded | 9530 | 4306 | 5224 | 9530 | 4306 | 5224 |
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 | 317509 | 327316 | -208160 | -303113 | -73338 | -581845 |
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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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