Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499213.6543 | 428051.2115 | 71162.4429 | 653059.4985 | 568531.9544 | 84527.5441 |
Total P&L (%) | 499.2137 | 428.0512 | 71.1624 | 653.0595 | 568.532 | 84.5275 |
Avg Daily Profit (%) | 0.282 | 0.2418 | 0.0402 | 0.1141 | 0.1074 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84512 | -66981 | -66365 | -368744 | -250327 | -297330 |
Profit Factor | 1.9323 | 2.8946 | 1.2299 | 1.3028 | 1.6335 | 1.0671 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 46.1538 | 48.7179 | 43.5897 | 46.1538 | 48.7179 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.2544 | 3.047 | 1.5916 | 1.5199 | 1.7195 | 1.381 |
Largest Winning Trade | 158922 | 158922 | 81782 | 369983 | 186605 | 369983 |
Largest Losing Trade | -48776 | -37903 | -48776 | -223160 | -136579 | -223160 |
Avg Bars in Trades | 88 | 75 | 101 | 88 | 75 | 101 |
Avg Bars in Winners | 140 | 97 | 187 | 140 | 97 | 187 |
Avg Bars in Losers | 44 | 55 | 35 | 44 | 55 | 35 |
Bars Traded | 6921 | 2957 | 3964 | 6921 | 2957 | 3964 |
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 | -28282 | 468965 | -140921 | -79318 | -46618 | -295825 |
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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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