Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531160.6887 | 473468.8723 | 57691.8165 | 315915.6294 | 219832.2168 | 96083.4126 |
Total P&L (%) | 531.1607 | 473.4689 | 57.6918 | 315.9156 | 219.8322 | 96.0834 |
Avg Daily Profit (%) | 0.2851 | 0.2542 | 0.031 | 0.0765 | 0.0624 | 0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111217 | -60755 | -92953 | -210759 | -123948 | -161590 |
Profit Factor | 2.0893 | 2.8918 | 1.2431 | 1.3286 | 1.4467 | 1.2048 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 40.4494 | 36.3636 | 44.4444 | 40.4494 | 36.3636 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.0759 | 5.0606 | 1.5538 | 1.9561 | 2.5316 | 1.506 |
Largest Winning Trade | 412514 | 412514 | 60356 | 227954 | 227954 | 105091 |
Largest Losing Trade | -40511 | -40511 | -30611 | -86695 | -49342 | -86695 |
Avg Bars in Trades | 122 | 100 | 143 | 122 | 100 | 143 |
Avg Bars in Winners | 219 | 176 | 254 | 219 | 176 | 254 |
Avg Bars in Losers | 56 | 57 | 54 | 56 | 57 | 54 |
Bars Traded | 10890 | 4435 | 6455 | 10890 | 4435 | 6455 |
Profit Streak | 0 | 43.4682 | 0 | 0 | 43.4682 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333409 | 320890 | -153580 | -92855 | -112165 | -146082 |
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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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