Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867369.3632 | 810030.7175 | 57338.6457 | 205141.2859 | 866824.1564 | -661682.8705 |
Total P&L (%) | 867.3694 | 810.0307 | 57.3386 | 205.1413 | 866.8242 | -661.6829 |
Avg Daily Profit (%) | 0.3742 | 0.3495 | 0.0247 | 0.0481 | 0.0979 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177268 | -168059 | -225572 | -771005 | -307205 | -1044058 |
Profit Factor | 1.9882 | 2.7897 | 1.1349 | 1.0931 | 2.0224 | 0.5118 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 39.1304 | 34.7826 | 43.4783 | 39.1304 | 34.7826 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.0928 | 5.2308 | 1.4753 | 1.7004 | 3.7919 | 0.6653 |
Largest Winning Trade | 261236 | 261236 | 65260 | 577022 | 577022 | 129197 |
Largest Losing Trade | -78571 | -61263 | -78571 | -626921 | -141685 | -626921 |
Avg Bars in Trades | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Winners | 109 | 116 | 104 | 109 | 116 | 104 |
Avg Bars in Losers | 48 | 52 | 43 | 48 | 52 | 43 |
Bars Traded | 6650 | 3428 | 3222 | 6650 | 3428 | 3222 |
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 | 335605 | 316623 | -235292 | -249597 | -63821 | -583240 |
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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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