Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412322.9306 | 226332.3307 | 185990.5999 | 300155.1895 | -261244.2555 | 561399.4449 |
Total P&L (%) | 412.3229 | 226.3323 | 185.9906 | 300.1552 | -261.2443 | 561.3994 |
Avg Daily Profit (%) | 0.2263 | 0.1242 | 0.1021 | 0.0761 | 0 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135253 | -105248 | -95966 | -1907845 | -1239435 | -1419381 |
Profit Factor | 1.9123 | 1.874 | 1.9636 | 1.0577 | 0.9057 | 1.2305 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 49.4253 | 45.4545 | 53.4884 | 49.4253 | 45.4545 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.9567 | 2.2488 | 1.7074 | 1.0823 | 1.0868 | 1.07 |
Largest Winning Trade | 289967 | 289967 | 61068 | 504995 | 504995 | 409343 |
Largest Losing Trade | -39535 | -34966 | -39535 | -912474 | -553262 | -912474 |
Avg Bars in Trades | 117 | 79 | 154 | 117 | 79 | 154 |
Avg Bars in Winners | 159 | 105 | 206 | 159 | 105 | 206 |
Avg Bars in Losers | 75 | 59 | 95 | 75 | 59 | 95 |
Bars Traded | 10180 | 3517 | 6663 | 10180 | 3517 | 6663 |
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 | 413483 | -25329 | -52466 | -248373 | -580820 | -53906 |
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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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