Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619617.6781 | 436571.1859 | 183046.4922 | 995473.6987 | 352299.4701 | 643174.2285 |
Total P&L (%) | 619.6177 | 436.5712 | 183.0465 | 995.4737 | 352.2995 | 643.1742 |
Avg Daily Profit (%) | 0.353 | 0.2487 | 0.1043 | 0.1365 | 0.086 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96495 | -158985 | -27214 | -524068 | -347642 | -176426 |
Profit Factor | 2.0821 | 2.2151 | 1.8581 | 1.5016 | 1.2753 | 1.9124 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 36.7816 | 29.5455 | 44.186 | 36.7816 | 29.5455 | 44.186 |
Ratio Avg Win / Avg Loss | 3.5786 | 5.2821 | 2.3471 | 2.5809 | 3.0412 | 2.4157 |
Largest Winning Trade | 259973 | 259973 | 58151 | 357147 | 308330 | 357147 |
Largest Losing Trade | -24289 | -24289 | -22581 | -200111 | -200111 | -102199 |
Avg Bars in Trades | 117 | 98 | 138 | 117 | 98 | 138 |
Avg Bars in Winners | 219 | 212 | 223 | 219 | 212 | 223 |
Avg Bars in Losers | 58 | 50 | 70 | 58 | 50 | 70 |
Bars Traded | 10256 | 4312 | 5944 | 10256 | 4312 | 5944 |
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 | 302242 | 91073 | -52463 | -12935 | -86811 | -38540 |
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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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