Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584400.965 | 468872.6661 | 115528.299 | 895590.7977 | 462913.4606 | 432677.3371 |
Total P&L (%) | 584.401 | 468.8727 | 115.5283 | 895.5908 | 462.9135 | 432.6773 |
Avg Daily Profit (%) | 0.3298 | 0.2646 | 0.0652 | 0.1298 | 0.0976 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88128 | -51301 | -100108 | -470856 | -282211 | -276031 |
Profit Factor | 2.1095 | 2.7924 | 1.4357 | 1.4436 | 1.4452 | 1.4418 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 46.7532 | 42.1053 | 51.2821 | 46.7532 | 42.1053 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.4025 | 3.8396 | 1.3639 | 1.644 | 1.9871 | 1.3697 |
Largest Winning Trade | 189184 | 189184 | 71471 | 339071 | 296242 | 339071 |
Largest Losing Trade | -52243 | -21171 | -52243 | -194824 | -194824 | -192102 |
Avg Bars in Trades | 67 | 61 | 72 | 67 | 61 | 72 |
Avg Bars in Winners | 103 | 105 | 102 | 103 | 105 | 102 |
Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
Bars Traded | 5160 | 2333 | 2827 | 5160 | 2333 | 2827 |
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 | -34381 | 376039 | -104776 | -64821 | -63698 | -65745 |
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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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