Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836076.7638 | 750331.0343 | 85745.7295 | 453229.4517 | 322110.7508 | 131118.7009 |
Total P&L (%) | 836.0768 | 750.331 | 85.7457 | 453.2295 | 322.1108 | 131.1187 |
Avg Daily Profit (%) | 0.4463 | 0.4005 | 0.0458 | 0.0913 | 0.0769 | 0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230174 | -138988 | -166119 | -449482 | -236095 | -248833 |
Profit Factor | 2.1404 | 2.72 | 1.2888 | 1.4791 | 1.5645 | 1.3492 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 44.3182 | 31.8182 | 56.8182 | 44.3182 | 31.8182 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.6893 | 5.8285 | 0.9795 | 1.8583 | 3.3526 | 1.0254 |
Largest Winning Trade | 387648 | 387648 | 49297 | 252909 | 252909 | 116130 |
Largest Losing Trade | -53547 | -31421 | -53547 | -134961 | -134961 | -83222 |
Avg Bars in Trades | 40 | 45 | 34 | 40 | 45 | 34 |
Avg Bars in Winners | 48 | 61 | 41 | 48 | 61 | 41 |
Avg Bars in Losers | 33 | 38 | 25 | 33 | 38 | 25 |
Bars Traded | 3522 | 2009 | 1512 | 3522 | 2009 | 1512 |
Profit Streak | 0 | 0 | 168.6308 | 0 | 0 | 168.6308 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440610 | 285435 | -131136 | -70695 | -94479 | -130490 |
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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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