Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530448.5441 | 469791.7897 | 60656.7544 | 322511.6076 | 332812.6739 | -10301.0663 |
Total P&L (%) | 530.4485 | 469.7918 | 60.6568 | 322.5116 | 332.8127 | -10.3011 |
Avg Daily Profit (%) | 0.2996 | 0.2654 | 0.0343 | 0.0814 | 0.0828 | -0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119754 | -89201 | -80114 | -296596 | -157001 | -255660 |
Profit Factor | 1.9231 | 2.8777 | 1.187 | 1.2265 | 1.5589 | 0.9876 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 38.3721 | 37.2093 | 39.5349 | 38.3721 | 37.2093 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.0887 | 4.8561 | 1.8154 | 1.9698 | 2.6306 | 1.5104 |
Largest Winning Trade | 216454 | 216454 | 79557 | 239414 | 239414 | 223432 |
Largest Losing Trade | -66926 | -30385 | -66926 | -137520 | -71831 | -137520 |
Avg Bars in Trades | 119 | 102 | 135 | 119 | 102 | 135 |
Avg Bars in Winners | 225 | 197 | 252 | 225 | 197 | 252 |
Avg Bars in Losers | 52 | 46 | 59 | 52 | 46 | 59 |
Bars Traded | 10237 | 4396 | 5841 | 10237 | 4396 | 5841 |
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 | 296963 | 315017 | -165511 | -87775 | -84559 | -582019 |
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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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