Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484597.8196 | 439052.342 | 45545.4776 | 177742.4928 | -48862.7397 | 226605.2325 |
Total P&L (%) | 484.5978 | 439.0523 | 45.5455 | 177.7425 | -48.8627 | 226.6052 |
Avg Daily Profit (%) | 0.259 | 0.2346 | 0.0243 | 0.0546 | -0.0358 | 0.0633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122059 | -65355 | -66828 | -1045880 | -466920 | -644153 |
Profit Factor | 2.0155 | 2.922 | 1.1831 | 1.0646 | 0.9632 | 1.1592 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 40.2299 | 36.3636 | 44.186 | 40.2299 | 36.3636 | 44.186 |
Ratio Avg Win / Avg Loss | 2.9945 | 5.1136 | 1.4944 | 1.5817 | 1.6856 | 1.4642 |
Largest Winning Trade | 420384 | 420384 | 54040 | 332017 | 332017 | 256891 |
Largest Losing Trade | -38763 | -30369 | -38763 | -424450 | -155740 | -424450 |
Avg Bars in Trades | 61 | 44 | 79 | 61 | 44 | 79 |
Avg Bars in Winners | 102 | 73 | 127 | 102 | 73 | 127 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 5378 | 1965 | 3413 | 5378 | 1965 | 3413 |
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 | 301968 | 297071 | -183428 | -271933 | -583244 | -156081 |
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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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