Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475839.6645 | 414031.705 | 61807.9595 | 545866.1311 | 632305.1618 | -86439.0307 |
Total P&L (%) | 475.8397 | 414.0317 | 61.808 | 545.8661 | 632.3052 | -86.439 |
Avg Daily Profit (%) | 0.2527 | 0.2199 | 0.0328 | 0.0991 | 0.1058 | -0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145416 | -114045 | -134431 | -225468 | -119227 | -195484 |
Profit Factor | 1.8387 | 2.6341 | 1.1969 | 1.6383 | 2.7498 | 0.825 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 50.6024 | 59.5238 | 41.4634 | 50.6024 | 59.5238 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.7949 | 1.7912 | 1.6897 | 1.5993 | 1.8699 | 1.1647 |
Largest Winning Trade | 195136 | 195136 | 54949 | 263995 | 263995 | 194271 |
Largest Losing Trade | -49067 | -41876 | -49067 | -119227 | -119227 | -106240 |
Avg Bars in Trades | 125 | 107 | 145 | 125 | 107 | 145 |
Avg Bars in Winners | 173 | 125 | 244 | 173 | 125 | 244 |
Avg Bars in Losers | 77 | 80 | 75 | 77 | 80 | 75 |
Bars Traded | 10452 | 4503 | 5949 | 10452 | 4503 | 5949 |
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 | 373004 | 507342 | -155731 | -58320 | -44795 | -582395 |
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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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