Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419083.7391 | 324523.8589 | 94559.8802 | 54718.29 | 23877.3934 | 30840.8966 |
Total P&L (%) | 419.0837 | 324.5239 | 94.5599 | 54.7183 | 23.8774 | 30.8409 |
Avg Daily Profit (%) | 0.3062 | 0.2371 | 0.0691 | 0.0319 | 0.0156 | 0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183835 | -110836 | -126754 | -180676 | -68200 | -130963 |
Profit Factor | 1.7004 | 2.0315 | 1.3333 | 1.101 | 1.0937 | 1.1075 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 42.5287 | 36.3636 | 48.8372 | 42.5287 | 36.3636 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.2979 | 3.5551 | 1.3968 | 1.4879 | 1.9139 | 1.1603 |
Largest Winning Trade | 293219 | 293219 | 60088 | 68929 | 44150 | 68929 |
Largest Losing Trade | -55285 | -30738 | -55285 | -55115 | -29009 | -55115 |
Avg Bars in Trades | 61 | 53 | 70 | 61 | 53 | 70 |
Avg Bars in Winners | 98 | 86 | 108 | 98 | 86 | 108 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 5374 | 2357 | 3017 | 5374 | 2357 | 3017 |
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 | 326791 | 235964 | -100806 | -263393 | -297881 | -272289 |
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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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