Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511368.9448 | 428696.4042 | 82672.5406 | 520049.604 | 443856.1503 | 76193.4537 |
Total P&L (%) | 511.3689 | 428.6964 | 82.6725 | 520.0496 | 443.8562 | 76.1935 |
Avg Daily Profit (%) | 0.2236 | 0.1875 | 0.0362 | 0.0798 | 0.0741 | 0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89178 | -71005 | -85151 | -1053795 | -830167 | -416075 |
Profit Factor | 1.9574 | 2.5503 | 1.3209 | 1.1974 | 1.2901 | 1.069 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 42.5743 | 35.2941 | 50 | 42.5743 | 35.2941 | 50 |
Ratio Avg Win / Avg Loss | 2.6402 | 4.6756 | 1.3209 | 1.6152 | 2.3653 | 1.069 |
Largest Winning Trade | 210329 | 210329 | 56601 | 978644 | 978644 | 216490 |
Largest Losing Trade | -28465 | -28465 | -27647 | -442927 | -442927 | -237554 |
Avg Bars in Trades | 83 | 63 | 104 | 83 | 63 | 104 |
Avg Bars in Winners | 153 | 136 | 165 | 153 | 136 | 165 |
Avg Bars in Losers | 32 | 24 | 43 | 32 | 24 | 43 |
Bars Traded | 8471 | 3259 | 5212 | 8471 | 3259 | 5212 |
Profit Streak | 0 | 0 | 10.995 | 0 | 0 | 10.995 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336193 | -173398 | -323804 | -90802 | -278665 | -483807 |
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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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