Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649739.0706 | 608790.2479 | 40948.8228 | 45587.4975 | 794085.5609 | -748498.0634 |
Total P&L (%) | 649.7391 | 608.7902 | 40.9488 | 45.5875 | 794.0856 | -748.4981 |
Avg Daily Profit (%) | 0.2696 | 0.2526 | 0.017 | 0.0156 | 0.0909 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188018 | -85665 | -201282 | -823352 | -169484 | -979678 |
Profit Factor | 1.9071 | 2.5734 | 1.1243 | 1.0265 | 2.3991 | 0.3524 |
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 | 2.8046 | 4.1818 | 1.4991 | 1.5095 | 3.8986 | 0.4698 |
Largest Winning Trade | 310433 | 310433 | 60709 | 605514 | 605514 | 95559 |
Largest Losing Trade | -73199 | -33026 | -73199 | -453530 | -69706 | -453530 |
Avg Bars in Trades | 83 | 92 | 74 | 83 | 92 | 74 |
Avg Bars in Winners | 126 | 133 | 120 | 126 | 133 | 120 |
Avg Bars in Losers | 54 | 67 | 40 | 54 | 67 | 40 |
Bars Traded | 7030 | 3883 | 3147 | 7030 | 3883 | 3147 |
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 | 315868 | 317072 | -258781 | -367550 | -71170 | -583512 |
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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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