Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451803.5313 | 416518.1819 | 35285.3494 | 156454.5168 | 352597.4461 | -196142.9294 |
Total P&L (%) | 451.8035 | 416.5182 | 35.2853 | 156.4545 | 352.5974 | -196.1429 |
Avg Daily Profit (%) | 0.2414 | 0.2226 | 0.0189 | 0.0503 | 0.0807 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195135 | -164553 | -114931 | -458121 | -279889 | -383979 |
Profit Factor | 1.7384 | 2.1398 | 1.1432 | 1.11 | 1.4959 | 0.7241 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 49.3976 | 47.619 | 51.2195 | 49.3976 | 47.619 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.7808 | 2.3538 | 1.0888 | 1.1371 | 1.6455 | 0.6896 |
Largest Winning Trade | 207960 | 207960 | 49003 | 177126 | 177126 | 85733 |
Largest Losing Trade | -43129 | -43129 | -35172 | -149804 | -149804 | -144471 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
Bars Traded | 3372 | 1712 | 1659 | 3372 | 1712 | 1659 |
Profit Streak | 0 | 0 | 74.6926 | 0 | 0 | 74.6926 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351309 | 396046 | -232577 | -226703 | -83686 | -580026 |
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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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