Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499542.483 | 348335.9484 | 151206.5346 | 323519.4644 | 85782.2642 | 237737.2002 |
Total P&L (%) | 499.5425 | 348.3359 | 151.2065 | 323.5195 | 85.7823 | 237.7372 |
Avg Daily Profit (%) | 0.2857 | 0.1992 | 0.0865 | 0.0826 | 0.0354 | 0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129840 | -179115 | -30852 | -264919 | -261534 | -82721 |
Profit Factor | 1.7915 | 1.8678 | 1.6581 | 1.2451 | 1.104 | 1.4804 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 40.8602 | 29.7872 | 52.1739 | 40.8602 | 29.7872 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.5929 | 4.4027 | 1.5199 | 1.8021 | 2.6022 | 1.357 |
Largest Winning Trade | 214540 | 214540 | 58200 | 214540 | 214540 | 123480 |
Largest Losing Trade | -32940 | -32940 | -24120 | -81273 | -78550 | -81273 |
Avg Bars in Trades | 220 | 197 | 244 | 220 | 197 | 244 |
Avg Bars in Winners | 335 | 378 | 310 | 335 | 378 | 310 |
Avg Bars in Losers | 140 | 120 | 171 | 140 | 120 | 171 |
Bars Traded | 20514 | 9288 | 11226 | 20514 | 9288 | 11226 |
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 | 304033 | 90914 | -73990 | -85122 | -259226 | -98408 |
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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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