Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506670.8118 | 462593.5434 | 44077.2684 | 56577.4638 | 124428.4677 | -67851.0038 |
Total P&L (%) | 506.6708 | 462.5935 | 44.0773 | 56.5775 | 124.4285 | -67.851 |
Avg Daily Profit (%) | 0.2026 | 0.185 | 0.0176 | 0.0179 | 0.0323 | -0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112251 | -114796 | -81200 | -452910 | -363891 | -389766 |
Profit Factor | 1.8157 | 2.5449 | 1.137 | 1.0325 | 1.1461 | 0.9237 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 43.0108 | 38.2979 | 47.8261 | 43.0108 | 38.2979 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.4058 | 4.1002 | 1.2404 | 1.3681 | 1.8465 | 1.0076 |
Largest Winning Trade | 453399 | 453399 | 56848 | 290095 | 290095 | 126604 |
Largest Losing Trade | -49265 | -24511 | -49265 | -213883 | -108058 | -213883 |
Avg Bars in Trades | 104 | 85 | 122 | 104 | 85 | 122 |
Avg Bars in Winners | 166 | 141 | 186 | 166 | 141 | 186 |
Avg Bars in Losers | 56 | 50 | 64 | 56 | 50 | 64 |
Bars Traded | 9680 | 4031 | 5649 | 9680 | 4031 | 5649 |
Profit Streak | 0 | 0 | 47.5235 | 0 | 0 | 47.5235 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325258 | 283506 | -240755 | -357027 | -212843 | -578894 |
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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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