Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537816.6873 | 416009.0423 | 121807.645 | 493110.3018 | -34881.8718 | 527992.1736 |
Total P&L (%) | 537.8167 | 416.009 | 121.8076 | 493.1103 | -34.8819 | 527.9922 |
Avg Daily Profit (%) | 0.2893 | 0.2237 | 0.0655 | 0.0958 | -0.0231 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134118 | -119691 | -58244 | -599841 | -536930 | -298898 |
Profit Factor | 1.8566 | 2.159 | 1.453 | 1.1843 | 0.9779 | 1.483 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 39.3617 | 31.9149 | 46.8085 | 39.3617 | 31.9149 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.8602 | 4.6059 | 1.6511 | 1.8245 | 2.0863 | 1.6852 |
Largest Winning Trade | 307330 | 307330 | 49785 | 279628 | 279628 | 210175 |
Largest Losing Trade | -34458 | -27817 | -34458 | -231932 | -116689 | -231932 |
Avg Bars in Trades | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Winners | 98 | 105 | 94 | 98 | 105 | 94 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 5417 | 2516 | 2901 | 5417 | 2516 | 2901 |
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 | 303756 | 179250 | -104486 | -85611 | -584952 | -59413 |
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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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