Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500537.1533 | 418399.1697 | 82137.9837 | 460319.7484 | 171267.3394 | 289052.409 |
Total P&L (%) | 500.5372 | 418.3992 | 82.138 | 460.3197 | 171.2673 | 289.0524 |
Avg Daily Profit (%) | 0.2678 | 0.2239 | 0.044 | 0.0923 | 0.0534 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139883 | -79389 | -114588 | -499490 | -313718 | -185771 |
Profit Factor | 2.0639 | 2.707 | 1.3644 | 1.3073 | 1.198 | 1.4566 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 51.2195 | 48.7805 | 53.6585 | 51.2195 | 48.7805 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.9656 | 2.8423 | 1.1784 | 1.2451 | 1.2579 | 1.258 |
Largest Winning Trade | 317558 | 317558 | 59739 | 252680 | 221686 | 252680 |
Largest Losing Trade | -46556 | -46556 | -31691 | -192196 | -192196 | -132591 |
Avg Bars in Trades | 269 | 217 | 322 | 269 | 217 | 322 |
Avg Bars in Winners | 371 | 301 | 435 | 371 | 301 | 435 |
Avg Bars in Losers | 163 | 137 | 191 | 163 | 137 | 191 |
Bars Traded | 22121 | 8909 | 13213 | 22121 | 8909 | 13213 |
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 | 141174 | 451845 | -133215 | -78287 | -124708 | -94294 |
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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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