Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690194.5506 | 569169.7197 | 121024.8309 | 1005768.7502 | 1037846.0921 | -32077.3419 |
Total P&L (%) | 690.1946 | 569.1697 | 121.0248 | 1005.7688 | 1037.8461 | -32.0773 |
Avg Daily Profit (%) | 0.4296 | 0.3543 | 0.0753 | 0.1497 | 0.1515 | -0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129851 | -72704 | -72232 | -1176204 | -858577 | -797809 |
Profit Factor | 2.2976 | 3.0598 | 1.4735 | 1.309 | 1.5896 | 0.9785 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 34.1176 | 30.2326 | 38.0952 | 34.1176 | 30.2326 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.4368 | 7.0611 | 2.3945 | 2.5278 | 3.6684 | 1.5901 |
Largest Winning Trade | 301684 | 301684 | 63568 | 1326541 | 1326541 | 415328 |
Largest Losing Trade | -35514 | -26537 | -35514 | -268581 | -268581 | -235982 |
Avg Bars in Trades | 70 | 52 | 90 | 70 | 52 | 90 |
Avg Bars in Winners | 154 | 106 | 192 | 154 | 106 | 192 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 6034 | 2248 | 3786 | 6034 | 2248 | 3786 |
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 | 303320 | 272358 | -94691 | 90402 | 106258 | -582586 |
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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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