Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482958.261 | 430876.9965 | 52081.2645 | 223974.2915 | 224700.4335 | -726.142 |
Total P&L (%) | 482.9583 | 430.877 | 52.0813 | 223.9743 | 224.7004 | -0.7261 |
Avg Daily Profit (%) | 0.2728 | 0.2434 | 0.0294 | 0.0664 | 0.0665 | -0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109818 | -70581 | -125207 | -183975 | -140071 | -118636 |
Profit Factor | 1.77 | 2.7789 | 1.1353 | 1.2514 | 1.6526 | 0.9987 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 40.9639 | 43.9024 | 38.0952 | 40.9639 | 43.9024 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.5509 | 3.5508 | 1.8448 | 1.8036 | 2.1117 | 1.6228 |
Largest Winning Trade | 269708 | 269708 | 75000 | 124599 | 123735 | 124599 |
Largest Losing Trade | -57960 | -29152 | -57960 | -60341 | -46781 | -60341 |
Avg Bars in Trades | 81 | 64 | 98 | 81 | 64 | 98 |
Avg Bars in Winners | 140 | 97 | 188 | 140 | 97 | 188 |
Avg Bars in Losers | 40 | 37 | 42 | 40 | 37 | 42 |
Bars Traded | 6754 | 2625 | 4129 | 6754 | 2625 | 4129 |
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 | 245086 | 394545 | -229968 | -108146 | -103289 | -582586 |
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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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