Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363316.3777 | 336915.9789 | 26400.3988 | 38764.0065 | 134498.3971 | -95734.3906 |
Total P&L (%) | 363.3164 | 336.916 | 26.4004 | 38.764 | 134.4984 | -95.7344 |
Avg Daily Profit (%) | 0.3374 | 0.3129 | 0.0245 | 0.0304 | 0.0792 | -0.2926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114176 | -93047 | -73233 | -628669 | -451273 | -417683 |
Profit Factor | 1.6965 | 1.9585 | 1.1552 | 1.0206 | 1.1106 | 0.8568 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 43.2692 | 36.5385 | 50 | 43.2692 | 36.5385 | 50 |
Ratio Avg Win / Avg Loss | 2.2244 | 3.4017 | 1.1552 | 1.3381 | 1.929 | 0.8568 |
Largest Winning Trade | 380669 | 380669 | 24866 | 428900 | 428900 | 101836 |
Largest Losing Trade | -41417 | -41417 | -20366 | -238415 | -238415 | -107522 |
Avg Bars in Trades | 59 | 80 | 37 | 59 | 80 | 37 |
Avg Bars in Winners | 70 | 98 | 49 | 70 | 98 | 49 |
Avg Bars in Losers | 50 | 70 | 25 | 50 | 70 | 25 |
Bars Traded | 6142 | 4185 | 1957 | 6142 | 4185 | 1957 |
Profit Streak | 0 | 0 | 69.5802 | 0 | 0 | 69.5802 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348105 | -172984 | -392441 | -354799 | -370237 | -759864 |
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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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