Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786240.2545 | 662067.7163 | 124172.5382 | 779067.014 | 354434.9148 | 424632.0992 |
Total P&L (%) | 786.2403 | 662.0677 | 124.1725 | 779.067 | 354.4349 | 424.6321 |
Avg Daily Profit (%) | 0.4232 | 0.3564 | 0.0668 | 0.1171 | 0.0815 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119702 | -52465 | -113455 | -1033952 | -739014 | -745319 |
Profit Factor | 2.473 | 3.4883 | 1.4639 | 1.181 | 1.1514 | 1.2163 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 34.8837 | 32.5581 | 37.2093 | 34.8837 | 32.5581 | 37.2093 |
Ratio Avg Win / Avg Loss | 4.6164 | 7.2257 | 2.4703 | 2.2046 | 2.3851 | 2.0526 |
Largest Winning Trade | 547686 | 547686 | 59058 | 897654 | 897654 | 458132 |
Largest Losing Trade | -45545 | -27631 | -45545 | -406099 | -330824 | -406099 |
Avg Bars in Trades | 125 | 94 | 156 | 125 | 94 | 156 |
Avg Bars in Winners | 254 | 180 | 319 | 254 | 180 | 319 |
Avg Bars in Losers | 56 | 52 | 60 | 56 | 52 | 60 |
Bars Traded | 10796 | 4056 | 6740 | 10796 | 4056 | 6740 |
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 | 324363 | 335331 | -106409 | -62212 | -143684 | -78024 |
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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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