Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664650.1567 | 609282.0643 | 55368.0924 | 134482.5177 | 234452.0621 | -99969.5444 |
Total P&L (%) | 664.6502 | 609.2821 | 55.3681 | 134.4825 | 234.4521 | -99.9695 |
Avg Daily Profit (%) | 0.3578 | 0.328 | 0.0298 | 0.0459 | 0.065 | -0.4349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137518 | -84463 | -133560 | -314966 | -188109 | -253939 |
Profit Factor | 2.0316 | 3.0906 | 1.1569 | 1.1071 | 1.4286 | 0.8588 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 38.2979 | 31.9149 | 44.6809 | 38.2979 | 31.9149 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.2732 | 6.5934 | 1.4324 | 1.7837 | 3.0476 | 1.0633 |
Largest Winning Trade | 476505 | 476505 | 65546 | 308824 | 308824 | 103485 |
Largest Losing Trade | -62141 | -33732 | -62141 | -126765 | -103842 | -126765 |
Avg Bars in Trades | 115 | 91 | 139 | 115 | 91 | 139 |
Avg Bars in Winners | 206 | 168 | 234 | 206 | 168 | 234 |
Avg Bars in Losers | 58 | 54 | 62 | 58 | 54 | 62 |
Bars Traded | 10817 | 4277 | 6540 | 10817 | 4277 | 6540 |
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 | 322106 | 291047 | -203942 | -237484 | -111095 | -581098 |
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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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