Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760587.6331 | 713961.9345 | 46625.6986 | 133991.7378 | 753424.9098 | -619433.172 |
Total P&L (%) | 760.5876 | 713.9619 | 46.6257 | 133.9917 | 753.4249 | -619.4332 |
Avg Daily Profit (%) | 0.3143 | 0.295 | 0.0193 | 0.0351 | 0.0886 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164834 | -148928 | -103926 | -1788434 | -1235587 | -881621 |
Profit Factor | 2.3784 | 3.678 | 1.1635 | 1.0398 | 1.4585 | 0.6402 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 41.7582 | 39.1304 | 44.4444 | 41.7582 | 39.1304 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3172 | 5.7214 | 1.4544 | 1.4503 | 2.2687 | 0.8002 |
Largest Winning Trade | 687254 | 687254 | 65935 | 1765529 | 1765529 | 227664 |
Largest Losing Trade | -40915 | -35513 | -40915 | -538047 | -538047 | -507358 |
Avg Bars in Trades | 76 | 54 | 98 | 76 | 54 | 98 |
Avg Bars in Winners | 128 | 97 | 156 | 128 | 97 | 156 |
Avg Bars in Losers | 39 | 27 | 52 | 39 | 27 | 52 |
Bars Traded | 6964 | 2517 | 4447 | 6964 | 2517 | 4447 |
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 | 380963 | 414778 | -211543 | -325652 | -76211 | -582872 |
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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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