Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488720.416 | 428826.0268 | 59894.3893 | 266526.4763 | 233348.4002 | 33178.0761 |
Total P&L (%) | 488.7204 | 428.826 | 59.8944 | 266.5265 | 233.3484 | 33.1781 |
Avg Daily Profit (%) | 0.2758 | 0.242 | 0.0338 | 0.0733 | 0.068 | 0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170793 | -111140 | -92303 | -205195 | -133631 | -169233 |
Profit Factor | 1.7813 | 2.5078 | 1.1756 | 1.3421 | 1.6607 | 1.0779 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.8202 | 44.4444 | 43.1818 | 43.8202 | 44.4444 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.2837 | 3.1348 | 1.5468 | 1.7206 | 2.0759 | 1.4183 |
Largest Winning Trade | 179038 | 179038 | 74501 | 103819 | 87807 | 103819 |
Largest Losing Trade | -71339 | -32854 | -71339 | -78727 | -68149 | -78727 |
Avg Bars in Trades | 59 | 53 | 64 | 59 | 53 | 64 |
Avg Bars in Winners | 92 | 82 | 102 | 92 | 82 | 102 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 5259 | 2428 | 2831 | 5259 | 2428 | 2831 |
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 | 341329 | 383968 | -177304 | -95749 | -101128 | -311525 |
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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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