Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563934.4943 | 433811.4223 | 130123.072 | 1595355.5961 | 127820.6518 | 1467534.9444 |
Total P&L (%) | 563.9345 | 433.8114 | 130.1231 | 1595.3556 | 127.8207 | 1467.5349 |
Avg Daily Profit (%) | 0.2908 | 0.2237 | 0.0671 | 0.1461 | 0.0425 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88448 | -60590 | -98890 | -1247137 | -940593 | -822628 |
Profit Factor | 2.0163 | 2.8396 | 1.4078 | 1.3119 | 1.0482 | 1.5961 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 40.9091 | 38.6364 | 43.1818 | 40.9091 | 38.6364 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.9124 | 4.5099 | 1.8524 | 1.8949 | 1.6647 | 2.1002 |
Largest Winning Trade | 117176 | 117176 | 60215 | 607724 | 563634 | 607724 |
Largest Losing Trade | -43350 | -25750 | -43350 | -596712 | -421456 | -596712 |
Avg Bars in Trades | 85 | 58 | 111 | 85 | 58 | 111 |
Avg Bars in Winners | 150 | 92 | 203 | 150 | 92 | 203 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 7480 | 2575 | 4905 | 7480 | 2575 | 4905 |
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 | 336433 | 319810 | -104068 | 12769 | -306974 | -2599 |
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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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