Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543550.0086 | 480404.1825 | 63145.8261 | 177625.1195 | 122925.7791 | 54699.3404 |
Total P&L (%) | 543.55 | 480.4042 | 63.1458 | 177.6251 | 122.9258 | 54.6993 |
Avg Daily Profit (%) | 0.2943 | 0.2601 | 0.0342 | 0.0553 | 0.0434 | 0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147983 | -123673 | -103359 | -852146 | -745646 | -567231 |
Profit Factor | 1.9819 | 2.9207 | 1.2081 | 1.0769 | 1.11 | 1.0458 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 45.122 | 39.0244 | 51.2195 | 45.122 | 39.0244 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.4104 | 4.5636 | 1.1506 | 1.3097 | 1.7343 | 0.996 |
Largest Winning Trade | 458366 | 458366 | 61191 | 601174 | 601174 | 304883 |
Largest Losing Trade | -46116 | -46116 | -40315 | -342666 | -342666 | -226022 |
Avg Bars in Trades | 43 | 32 | 54 | 43 | 32 | 54 |
Avg Bars in Winners | 65 | 53 | 74 | 65 | 53 | 74 |
Avg Bars in Losers | 24 | 19 | 32 | 24 | 19 | 32 |
Bars Traded | 3548 | 1334 | 2214 | 3548 | 1334 | 2214 |
Profit Streak | 0 | 38.1421 | 0 | 0 | 38.1421 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 69634 | 376843 | -147963 | -265725 | -236626 | -333891 |
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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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