Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501258.0451 | 368101.3408 | 133156.7043 | 474249.7577 | 582926.3019 | -108676.5442 |
Total P&L (%) | 501.258 | 368.1013 | 133.1567 | 474.2498 | 582.9263 | -108.6765 |
Avg Daily Profit (%) | 0.3128 | 0.2297 | 0.0831 | 0.1091 | 0.1199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152411 | -79517 | -113084 | -736484 | -751420 | -576439 |
Profit Factor | 1.8296 | 2.3175 | 1.4099 | 1.1536 | 1.4288 | 0.9371 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 52.9412 | 51.1628 | 54.7619 | 52.9412 | 51.1628 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.6263 | 2.2122 | 1.1647 | 1.0254 | 1.3639 | 0.7741 |
Largest Winning Trade | 102072 | 102072 | 62440 | 395352 | 365486 | 395352 |
Largest Losing Trade | -64992 | -35094 | -64992 | -388010 | -302027 | -388010 |
Avg Bars in Trades | 110 | 84 | 137 | 110 | 84 | 137 |
Avg Bars in Winners | 147 | 102 | 190 | 147 | 102 | 190 |
Avg Bars in Losers | 68 | 64 | 73 | 68 | 64 | 73 |
Bars Traded | 9387 | 3612 | 5775 | 9387 | 3612 | 5775 |
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 | 470927 | 449617 | -80611 | -98251 | -31386 | -580117 |
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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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