Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460717.2912 | 381112.0302 | 79605.261 | 333708.3156 | 401927.2243 | -68218.9087 |
Total P&L (%) | 460.7173 | 381.112 | 79.6053 | 333.7083 | 401.9272 | -68.2189 |
Avg Daily Profit (%) | 0.1841 | 0.1523 | 0.0318 | 0.0586 | 0.0645 | -0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113888 | -56439 | -82499 | -1316507 | -405356 | -996663 |
Profit Factor | 1.8528 | 2.6855 | 1.2534 | 1.1019 | 1.2947 | 0.9643 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 45.4545 | 46.1538 | 44.7368 | 45.4545 | 46.1538 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.2233 | 3.1331 | 1.5483 | 1.3223 | 1.5105 | 1.1912 |
Largest Winning Trade | 258804 | 258804 | 59244 | 470289 | 470289 | 328443 |
Largest Losing Trade | -37819 | -26261 | -37819 | -610114 | -215109 | -610114 |
Avg Bars in Trades | 91 | 46 | 136 | 91 | 46 | 136 |
Avg Bars in Winners | 148 | 65 | 235 | 148 | 65 | 235 |
Avg Bars in Losers | 43 | 30 | 56 | 43 | 30 | 56 |
Bars Traded | 7031 | 1829 | 5202 | 7031 | 1829 | 5202 |
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 | -37044 | 390999 | -151524 | -271105 | -107151 | -581145 |
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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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