Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608219.5244 | 481101.4933 | 127118.0311 | 570387.5635 | 640323.8565 | -69936.293 |
Total P&L (%) | 608.2195 | 481.1015 | 127.118 | 570.3876 | 640.3239 | -69.9363 |
Avg Daily Profit (%) | 0.3816 | 0.3018 | 0.0797 | 0.1194 | 0.1257 | -0.0754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106946 | -103512 | -77500 | -1435590 | -1327659 | -747025 |
Profit Factor | 2.1611 | 2.6055 | 1.567 | 1.1435 | 1.2879 | 0.96 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 43.6782 | 36.3636 | 51.1628 | 43.6782 | 36.3636 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.7866 | 4.5596 | 1.4958 | 1.4746 | 2.2538 | 0.9164 |
Largest Winning Trade | 275723 | 275723 | 65939 | 1370901 | 1370901 | 395949 |
Largest Losing Trade | -38981 | -38981 | -38579 | -441036 | -441036 | -296509 |
Avg Bars in Trades | 216 | 170 | 263 | 216 | 170 | 263 |
Avg Bars in Winners | 326 | 291 | 352 | 326 | 291 | 352 |
Avg Bars in Losers | 131 | 101 | 170 | 131 | 101 | 170 |
Bars Traded | 18838 | 7511 | 11327 | 18838 | 7511 | 11327 |
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 | 413081 | 295756 | -84558 | -97998 | -28953 | -580576 |
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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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