Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622110.4013 | 488833.1385 | 133277.2627 | 799358.4528 | 171101.558 | 628256.8948 |
Total P&L (%) | 622.1104 | 488.8331 | 133.2773 | 799.3585 | 171.1016 | 628.2569 |
Avg Daily Profit (%) | 0.2618 | 0.2057 | 0.0561 | 0.0925 | 0.042 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75460 | -68776 | -83582 | -695798 | -536414 | -295957 |
Profit Factor | 2.5363 | 3.2856 | 1.6975 | 1.3118 | 1.1188 | 1.5592 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.0864 | 47.5 | 58.5366 | 53.0864 | 47.5 | 58.5366 |
Ratio Avg Win / Avg Loss | 2.2414 | 3.6314 | 1.2024 | 1.1592 | 1.2365 | 1.1045 |
Largest Winning Trade | 463089 | 463089 | 53334 | 473136 | 473136 | 438533 |
Largest Losing Trade | -31193 | -27942 | -31193 | -259999 | -254078 | -259999 |
Avg Bars in Trades | 56 | 45 | 66 | 56 | 45 | 66 |
Avg Bars in Winners | 81 | 68 | 92 | 81 | 68 | 92 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 4539 | 1805 | 2734 | 4539 | 1805 | 2734 |
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 | -2476 | 468258 | -114767 | -84792 | -227643 | -78113 |
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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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