Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613880.1429 | 542762.8744 | 71117.2685 | 283864.4687 | 335179.161 | -51314.6923 |
Total P&L (%) | 613.8801 | 542.7629 | 71.1173 | 283.8645 | 335.1792 | -51.3147 |
Avg Daily Profit (%) | 0.2546 | 0.2251 | 0.0295 | 0.0558 | 0.061 | -0.0299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118440 | -56381 | -150367 | -396123 | -391871 | -528184 |
Profit Factor | 1.9603 | 2.8156 | 1.209 | 1.1201 | 1.3052 | 0.9594 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.8605 | 34.8837 | 48.8372 | 41.8605 | 34.8837 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.7227 | 5.2558 | 1.2666 | 1.5557 | 2.4363 | 1.0051 |
Largest Winning Trade | 316156 | 316156 | 62690 | 357272 | 357272 | 240449 |
Largest Losing Trade | -45275 | -36574 | -45275 | -198202 | -168518 | -198202 |
Avg Bars in Trades | 81 | 65 | 98 | 81 | 65 | 98 |
Avg Bars in Winners | 130 | 115 | 141 | 130 | 115 | 141 |
Avg Bars in Losers | 46 | 37 | 57 | 46 | 37 | 57 |
Bars Traded | 7029 | 2795 | 4234 | 7029 | 2795 | 4234 |
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 | 334533 | 280763 | -154350 | -208637 | -116055 | -579512 |
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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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