Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193683.0345 | 1072598.393 | 121084.6415 | 532274.2437 | -115739.2945 | 648013.5382 |
Total P&L (%) | 1193.683 | 1072.5984 | 121.0846 | 532.2742 | -115.7393 | 648.0135 |
Avg Daily Profit (%) | 0.5076 | 0.4561 | 0.0515 | 0.0785 | 0 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124256 | -94252 | -149423 | -814041 | -476764 | -395582 |
Profit Factor | 2.6935 | 4.0896 | 1.3385 | 1.2189 | 0.9158 | 1.6134 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 43.956 | 34.7826 | 53.3333 | 43.956 | 34.7826 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.4342 | 7.668 | 1.1712 | 1.5541 | 1.7171 | 1.4117 |
Largest Winning Trade | 937469 | 937469 | 68833 | 577427 | 346246 | 577427 |
Largest Losing Trade | -63784 | -24876 | -63784 | -319471 | -222234 | -319471 |
Avg Bars in Trades | 101 | 87 | 116 | 101 | 87 | 116 |
Avg Bars in Winners | 159 | 156 | 160 | 159 | 156 | 160 |
Avg Bars in Losers | 57 | 50 | 65 | 57 | 50 | 65 |
Bars Traded | 9275 | 4040 | 5235 | 9275 | 4040 | 5235 |
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 | 493127 | 414359 | -123331 | -89191 | -583844 | -75801 |
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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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