Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593390.6761 | 532149.9607 | 61240.7154 | 191169.2149 | 227743.646 | -36574.4311 |
Total P&L (%) | 593.3907 | 532.15 | 61.2407 | 191.1692 | 227.7436 | -36.5744 |
Avg Daily Profit (%) | 0.2449 | 0.2196 | 0.0253 | 0.0441 | 0.049 | -0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126038 | -73503 | -165592 | -353594 | -320741 | -423807 |
Profit Factor | 1.9038 | 2.813 | 1.1687 | 1.1011 | 1.27 | 0.9651 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 40.4762 | 33.3333 | 47.619 | 40.4762 | 33.3333 | 47.619 |
Ratio Avg Win / Avg Loss | 2.7997 | 5.626 | 1.2856 | 1.6193 | 2.5399 | 1.0616 |
Largest Winning Trade | 320876 | 320876 | 63472 | 297759 | 297759 | 166935 |
Largest Losing Trade | -45348 | -40929 | -45348 | -157662 | -113883 | -157662 |
Avg Bars in Trades | 83 | 66 | 100 | 83 | 66 | 100 |
Avg Bars in Winners | 137 | 123 | 146 | 137 | 123 | 146 |
Avg Bars in Losers | 47 | 38 | 58 | 47 | 38 | 58 |
Bars Traded | 7028 | 2809 | 4219 | 7028 | 2809 | 4219 |
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 | 308050 | 256912 | -195527 | -245669 | -132895 | -579993 |
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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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