Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507900.1294 | 252730.0707 | 255170.0587 | 496825.9 | -25425.3099 | 522251.2099 |
Total P&L (%) | 507.9001 | 252.7301 | 255.1701 | 496.8259 | -25.4253 | 522.2512 |
Avg Daily Profit (%) | 0.3413 | 0.1698 | 0.1714 | 0.1201 | -0.0197 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123095 | -108946 | -38349 | -552894 | -474501 | -204749 |
Profit Factor | 1.9118 | 1.5756 | 3.1634 | 1.2815 | 0.9801 | 2.0672 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 13 | 28 | 41 | 13 | 28 |
Losing Trades | 46 | 30 | 16 | 46 | 30 | 16 |
Profitability (%) | 47.1264 | 30.2326 | 63.6364 | 47.1264 | 30.2326 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.145 | 3.636 | 1.8076 | 1.4378 | 2.2617 | 1.1812 |
Largest Winning Trade | 216197 | 216197 | 54947 | 340038 | 340038 | 186853 |
Largest Losing Trade | -38212 | -38212 | -27730 | -240637 | -240637 | -204749 |
Avg Bars in Trades | 48 | 62 | 34 | 48 | 62 | 34 |
Avg Bars in Winners | 55 | 97 | 36 | 55 | 97 | 36 |
Avg Bars in Losers | 41 | 47 | 29 | 41 | 47 | 29 |
Bars Traded | 4201 | 2705 | 1496 | 4201 | 2705 | 1496 |
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 | 431639 | 93810 | 548945 | -33583 | -585636 | -23866 |
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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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