Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539781.8976 | 422088.352 | 117693.5455 | 420068.9805 | 40073.844 | 379995.1364 |
Total P&L (%) | 539.7819 | 422.0884 | 117.6935 | 420.069 | 40.0738 | 379.9951 |
Avg Daily Profit (%) | 0.2904 | 0.2271 | 0.0633 | 0.0887 | 0.0181 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162360 | -115337 | -103669 | -1345637 | -923934 | -905711 |
Profit Factor | 1.8581 | 2.4267 | 1.3532 | 1.1135 | 1.0231 | 1.1931 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 51.9608 | 45.098 | 58.8235 | 51.9608 | 45.098 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.7178 | 2.9542 | 0.9472 | 1.0295 | 1.2455 | 0.8352 |
Largest Winning Trade | 264762 | 264762 | 63294 | 535060 | 535060 | 426053 |
Largest Losing Trade | -45638 | -45638 | -41297 | -554423 | -371551 | -554423 |
Avg Bars in Trades | 35 | 25 | 45 | 35 | 25 | 45 |
Avg Bars in Winners | 47 | 31 | 60 | 47 | 31 | 60 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 3649 | 1312 | 2338 | 3649 | 1312 | 2338 |
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 | 463032 | -169207 | -288562 | -169639 | -547620 | -268962 |
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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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