Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738429.0331 | 668508.4542 | 69920.5788 | 131091.1891 | 4018.3437 | 127072.8453 |
Total P&L (%) | 738.429 | 668.5085 | 69.9206 | 131.0912 | 4.0183 | 127.0728 |
Avg Daily Profit (%) | 0.461 | 0.4174 | 0.0437 | 0.0523 | 0.0025 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155689 | -132052 | -64375 | -641994 | -540315 | -167021 |
Profit Factor | 2.036 | 2.578 | 1.2418 | 1.0768 | 1.0038 | 1.1996 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 43.8202 | 31.1111 | 56.8182 | 43.8202 | 31.1111 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.6102 | 5.7084 | 0.9438 | 1.3805 | 2.2226 | 0.9117 |
Largest Winning Trade | 447523 | 447523 | 55140 | 308823 | 308823 | 170269 |
Largest Losing Trade | -45774 | -42924 | -45774 | -133085 | -133085 | -96357 |
Avg Bars in Trades | 69 | 75 | 63 | 69 | 75 | 63 |
Avg Bars in Winners | 94 | 117 | 81 | 94 | 117 | 81 |
Avg Bars in Losers | 49 | 55 | 38 | 49 | 55 | 38 |
Bars Traded | 6158 | 3378 | 2780 | 6158 | 3378 | 2780 |
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 | 431013 | 271133 | -135603 | -261325 | -577873 | -126193 |
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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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