Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481410.9361 | 442623.1826 | 38787.7535 | 142948.6146 | 35846.2507 | 107102.3639 |
Total P&L (%) | 481.4109 | 442.6232 | 38.7878 | 142.9486 | 35.8463 | 107.1024 |
Avg Daily Profit (%) | 0.2583 | 0.2375 | 0.0208 | 0.0476 | 0.0164 | 0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88385 | -62814 | -72406 | -484765 | -340941 | -274060 |
Profit Factor | 1.7974 | 2.3913 | 1.1358 | 1.0652 | 1.0299 | 1.1081 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 44.7368 | 42.1053 | 47.3684 | 44.7368 | 42.1053 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.2203 | 3.288 | 1.262 | 1.3159 | 1.4161 | 1.2313 |
Largest Winning Trade | 426294 | 426294 | 52430 | 260140 | 260140 | 154640 |
Largest Losing Trade | -49741 | -49741 | -26875 | -145238 | -131469 | -145238 |
Avg Bars in Trades | 35 | 27 | 42 | 35 | 27 | 42 |
Avg Bars in Winners | 57 | 40 | 72 | 57 | 40 | 72 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 5342 | 2088 | 3254 | 5342 | 2088 | 3254 |
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 | 370010 | -39754 | -289002 | -279301 | -413413 | -292776 |
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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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