Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555241.4512 | 439561.6616 | 115679.7896 | 329017.4625 | 979669.568 | -650652.1055 |
Total P&L (%) | 555.2415 | 439.5617 | 115.6798 | 329.0175 | 979.6696 | -650.6521 |
Avg Daily Profit (%) | 0.2919 | 0.2311 | 0.0608 | 0.0766 | 0.1252 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118438 | -136435 | -95780 | -1764881 | -1167801 | -1107789 |
Profit Factor | 1.7675 | 2.1881 | 1.3273 | 1.0712 | 1.4397 | 0.7279 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 45.3608 | 44.898 | 45.8333 | 45.3608 | 44.898 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.129 | 2.6854 | 1.5686 | 1.2903 | 1.7669 | 0.8602 |
Largest Winning Trade | 250998 | 250998 | 53808 | 1453525 | 1453525 | 245838 |
Largest Losing Trade | -46631 | -38518 | -46631 | -815226 | -359373 | -815226 |
Avg Bars in Trades | 76 | 67 | 84 | 76 | 67 | 84 |
Avg Bars in Winners | 120 | 103 | 136 | 120 | 103 | 136 |
Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
Bars Traded | 7404 | 3325 | 4079 | 7404 | 3325 | 4079 |
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 | 382653 | 365841 | -111883 | -234394 | -25335 | -582309 |
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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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