Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445447.7098 | 387293.8021 | 58153.9078 | 119046.8894 | 468773.7085 | -349726.8191 |
Total P&L (%) | 445.4477 | 387.2938 | 58.1539 | 119.0469 | 468.7737 | -349.7268 |
Avg Daily Profit (%) | 0.2753 | 0.2394 | 0.0359 | 0.0485 | 0.1075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122027 | -167701 | -140596 | -573974 | -363055 | -581730 |
Profit Factor | 1.7301 | 2.0768 | 1.2322 | 1.0712 | 1.5291 | 0.5545 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 41.6667 | 40.4762 | 42.8571 | 41.6667 | 40.4762 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.4221 | 3.0542 | 1.6429 | 1.4997 | 2.2486 | 0.7393 |
Largest Winning Trade | 234482 | 234482 | 50679 | 349875 | 349875 | 72613 |
Largest Losing Trade | -42524 | -42524 | -30597 | -157435 | -157435 | -123747 |
Avg Bars in Trades | 222 | 216 | 228 | 222 | 216 | 228 |
Avg Bars in Winners | 353 | 353 | 354 | 353 | 353 | 354 |
Avg Bars in Losers | 129 | 124 | 134 | 129 | 124 | 134 |
Bars Traded | 18714 | 9110 | 9604 | 18714 | 9110 | 9604 |
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 | 307001 | 296842 | -147627 | -273351 | -50546 | -583512 |
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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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