Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491504.4962 | 361715.6264 | 129788.8699 | 417371.7558 | 131358.112 | 286013.6438 |
Total P&L (%) | 491.5045 | 361.7156 | 129.7889 | 417.3718 | 131.3581 | 286.0136 |
Avg Daily Profit (%) | 0.3312 | 0.2437 | 0.0875 | 0.1108 | 0.0565 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119217 | -83968 | -84139 | -1852864 | -1044864 | -1329024 |
Profit Factor | 1.9526 | 2.506 | 1.4706 | 1.1032 | 1.0709 | 1.1304 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 43.3735 | 35.7143 | 51.2195 | 43.3735 | 35.7143 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.5493 | 4.5109 | 1.4006 | 1.4403 | 1.9277 | 1.0766 |
Largest Winning Trade | 244814 | 244814 | 77162 | 864015 | 864015 | 696696 |
Largest Losing Trade | -42410 | -42410 | -29893 | -425742 | -323456 | -425742 |
Avg Bars in Trades | 103 | 70 | 136 | 103 | 70 | 136 |
Avg Bars in Winners | 165 | 118 | 199 | 165 | 118 | 199 |
Avg Bars in Losers | 55 | 43 | 70 | 55 | 43 | 70 |
Bars Traded | 8565 | 2954 | 5611 | 8565 | 2954 | 5611 |
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 | 309481 | 261341 | -74873 | -155921 | -264320 | -148247 |
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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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