Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645323.3608 | 567867.6676 | 77455.6932 | 232321.3952 | 101232.4494 | 131088.9458 |
Total P&L (%) | 645.3234 | 567.8677 | 77.4557 | 232.3214 | 101.2324 | 131.0889 |
Avg Daily Profit (%) | 0.4011 | 0.3529 | 0.0481 | 0.0747 | 0.0435 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136836 | -132586 | -45187 | -1199263 | -1095614 | -341397 |
Profit Factor | 2.2879 | 2.6794 | 1.4753 | 1.0796 | 1.0525 | 1.1324 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 35.1648 | 26.6667 | 43.4783 | 35.1648 | 26.6667 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.2183 | 7.3685 | 1.9179 | 1.9906 | 2.8944 | 1.4722 |
Largest Winning Trade | 502336 | 502336 | 65014 | 901427 | 901427 | 283158 |
Largest Losing Trade | -31965 | -31965 | -15465 | -203686 | -183301 | -203686 |
Avg Bars in Trades | 103 | 117 | 89 | 103 | 117 | 89 |
Avg Bars in Winners | 200 | 287 | 148 | 200 | 287 | 148 |
Avg Bars in Losers | 50 | 55 | 43 | 50 | 55 | 43 |
Bars Traded | 9384 | 5276 | 4108 | 9384 | 5276 | 4108 |
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 | 309083 | -7946 | -128817 | -230603 | -318898 | -200688 |
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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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