Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483449.4151 | 401217.7352 | 82231.68 | 356942.5337 | 859991.1515 | -503048.6178 |
Total P&L (%) | 483.4494 | 401.2177 | 82.2317 | 356.9425 | 859.9912 | -503.0486 |
Avg Daily Profit (%) | 0.2527 | 0.2097 | 0.043 | 0.0795 | 0.1183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93385 | -73936 | -101861 | -2071215 | -679913 | -1943140 |
Profit Factor | 1.8738 | 2.6318 | 1.2675 | 1.0617 | 1.376 | 0.8564 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 2.1621 | 3.5091 | 1.2675 | 1.225 | 1.8347 | 0.8564 |
Largest Winning Trade | 242765 | 242765 | 60595 | 895670 | 895670 | 697318 |
Largest Losing Trade | -58877 | -24701 | -58877 | -1146504 | -444197 | -1146504 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 3712 | 1798 | 1914 | 3712 | 1798 | 1914 |
Profit Streak | 0 | 0 | 41.1511 | 0 | 0 | 41.1511 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376705 | 359616 | -135013 | -240736 | -35729 | -580185 |
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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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