Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492062.7804 | 412197.8376 | 79864.9428 | 218379.3139 | -282036.2978 | 500415.6117 |
Total P&L (%) | 492.0628 | 412.1978 | 79.8649 | 218.3793 | -282.0363 | 500.4156 |
Avg Daily Profit (%) | 0.2271 | 0.1902 | 0.0369 | 0.0535 | 0 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113901 | -138706 | -61277 | -1574348 | -1697488 | -480716 |
Profit Factor | 1.9313 | 2.6605 | 1.2851 | 1.0534 | 0.8699 | 1.2606 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 43.1818 | 36.3636 | 50 | 43.1818 | 36.3636 | 50 |
Ratio Avg Win / Avg Loss | 2.5412 | 4.6558 | 1.2851 | 1.3861 | 1.5224 | 1.2606 |
Largest Winning Trade | 319011 | 319011 | 54638 | 500980 | 472463 | 500980 |
Largest Losing Trade | -36465 | -36465 | -31512 | -689385 | -689385 | -264686 |
Avg Bars in Trades | 93 | 80 | 106 | 93 | 80 | 106 |
Avg Bars in Winners | 133 | 117 | 145 | 133 | 117 | 145 |
Avg Bars in Losers | 62 | 59 | 66 | 62 | 59 | 66 |
Bars Traded | 8210 | 3540 | 4670 | 8210 | 3540 | 4670 |
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 | 327735 | 265243 | -143609 | -285712 | -583244 | -82141 |
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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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