Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436684.5003 | 258597.1209 | 178087.3794 | 557260.4099 | 2872.1722 | 554388.2377 |
Total P&L (%) | 436.6845 | 258.5971 | 178.0874 | 557.2604 | 2.8722 | 554.3882 |
Avg Daily Profit (%) | 0.2406 | 0.1425 | 0.0981 | 0.1038 | 0.0016 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79845 | -89658 | -41231 | -740765 | -865196 | -411117 |
Profit Factor | 1.9907 | 2.1388 | 1.8333 | 1.1546 | 1.0015 | 1.3204 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 43.1818 | 34.0909 | 52.2727 | 43.1818 | 34.0909 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.6193 | 4.135 | 1.6739 | 1.5192 | 1.9363 | 1.2056 |
Largest Winning Trade | 174934 | 174934 | 72163 | 465691 | 465691 | 354354 |
Largest Losing Trade | -41231 | -28969 | -41231 | -332407 | -194741 | -332407 |
Avg Bars in Trades | 79 | 57 | 101 | 79 | 57 | 101 |
Avg Bars in Winners | 117 | 94 | 132 | 117 | 94 | 132 |
Avg Bars in Losers | 50 | 37 | 68 | 50 | 37 | 68 |
Bars Traded | 6985 | 2508 | 4477 | 6985 | 2508 | 4477 |
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 | 336004 | -4922 | -58166 | -105757 | -580362 | -53774 |
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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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