Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523830.2843 | 379881.9188 | 143948.3655 | 343911.5497 | 100594.5106 | 243317.0391 |
Total P&L (%) | 523.8303 | 379.8819 | 143.9484 | 343.9116 | 100.5945 | 243.317 |
Avg Daily Profit (%) | 0.2988 | 0.2167 | 0.0821 | 0.085 | 0.0397 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84736 | -157868 | -40264 | -282374 | -339944 | -148187 |
Profit Factor | 1.8221 | 1.9619 | 1.5942 | 1.1954 | 1.0966 | 1.3382 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 39.5604 | 32.6087 | 46.6667 | 39.5604 | 32.6087 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.7838 | 4.0545 | 1.822 | 1.8263 | 2.2664 | 1.5294 |
Largest Winning Trade | 282087 | 282087 | 58849 | 282087 | 282087 | 132520 |
Largest Losing Trade | -24584 | -24584 | -22979 | -148187 | -110357 | -148187 |
Avg Bars in Trades | 75 | 66 | 83 | 75 | 66 | 83 |
Avg Bars in Winners | 118 | 122 | 115 | 118 | 122 | 115 |
Avg Bars in Losers | 46 | 39 | 56 | 46 | 39 | 56 |
Bars Traded | 6837 | 3065 | 3772 | 6837 | 3065 | 3772 |
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 | 306788 | 172818 | -81571 | -87737 | -259656 | -98769 |
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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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