Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537776.2626 | 274938.5246 | 262837.738 | 780820.4172 | 32352.9193 | 748467.4979 |
Total P&L (%) | 537.7763 | 274.9385 | 262.8377 | 780.8204 | 32.3529 | 748.4675 |
Avg Daily Profit (%) | 0.3633 | 0.1857 | 0.1776 | 0.1471 | 0.0189 | 0.1445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91927 | -129705 | -34644 | -570297 | -325825 | -322165 |
Profit Factor | 2.1835 | 1.8308 | 3.1294 | 1.4357 | 1.0284 | 2.1472 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 42 | 28 | 14 | 42 | 28 | 14 |
Profitability (%) | 48.7805 | 31.7073 | 65.8537 | 48.7805 | 31.7073 | 65.8537 |
Ratio Avg Win / Avg Loss | 2.2927 | 3.9432 | 1.6227 | 1.5074 | 2.215 | 1.1133 |
Largest Winning Trade | 206694 | 206694 | 57332 | 334028 | 334028 | 314421 |
Largest Losing Trade | -39346 | -39346 | -28892 | -260133 | -260133 | -183025 |
Avg Bars in Trades | 50 | 60 | 40 | 50 | 60 | 40 |
Avg Bars in Winners | 59 | 74 | 52 | 59 | 74 | 52 |
Avg Bars in Losers | 42 | 54 | 17 | 42 | 54 | 17 |
Bars Traded | 4145 | 2500 | 1645 | 4145 | 2500 | 1645 |
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 | 156093 | 140206 | 557994 | -3509 | -365731 | 194628 |
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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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