Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538097.322 | 468142.7668 | 69954.5552 | 283168.9495 | 137153.6976 | 146015.2519 |
Total P&L (%) | 538.0973 | 468.1428 | 69.9546 | 283.169 | 137.1537 | 146.0153 |
Avg Daily Profit (%) | 0.3326 | 0.2893 | 0.0432 | 0.0831 | 0.0534 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126708 | -102311 | -185087 | -326057 | -341013 | -253111 |
Profit Factor | 1.8078 | 2.4016 | 1.2106 | 1.1678 | 1.1433 | 1.1998 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 40.8163 | 36.7347 | 44.898 | 40.8163 | 36.7347 | 44.898 |
Ratio Avg Win / Avg Loss | 2.6214 | 4.1362 | 1.4858 | 1.6933 | 1.9691 | 1.4724 |
Largest Winning Trade | 296478 | 296478 | 64615 | 224078 | 224078 | 164982 |
Largest Losing Trade | -55526 | -28177 | -55526 | -150323 | -150323 | -106267 |
Avg Bars in Trades | 194 | 181 | 207 | 194 | 181 | 207 |
Avg Bars in Winners | 320 | 316 | 324 | 320 | 316 | 324 |
Avg Bars in Losers | 106 | 102 | 111 | 106 | 102 | 111 |
Bars Traded | 19037 | 8886 | 10151 | 19037 | 8886 | 10151 |
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 | 334433 | 284309 | -137512 | -120240 | -188429 | -121288 |
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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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