Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630866.4355 | 503926.5283 | 126939.9071 | 174459.6692 | 122616.8802 | 51842.789 |
Total P&L (%) | 630.8664 | 503.9265 | 126.9399 | 174.4597 | 122.6169 | 51.8428 |
Avg Daily Profit (%) | 0.4248 | 0.3393 | 0.0855 | 0.068 | 0.0539 | 0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147036 | -118687 | -60806 | -639041 | -499928 | -320168 |
Profit Factor | 1.8378 | 2.209 | 1.3775 | 1.0666 | 1.0835 | 1.045 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 36.6667 | 24.4444 | 48.8889 | 36.6667 | 24.4444 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.1743 | 6.828 | 1.4402 | 1.8423 | 3.349 | 1.0925 |
Largest Winning Trade | 315517 | 315517 | 64455 | 547910 | 547910 | 129773 |
Largest Losing Trade | -45767 | -27228 | -45767 | -153207 | -153207 | -152225 |
Avg Bars in Trades | 195 | 163 | 226 | 195 | 163 | 226 |
Avg Bars in Winners | 331 | 313 | 339 | 331 | 313 | 339 |
Avg Bars in Losers | 116 | 115 | 118 | 116 | 115 | 118 |
Bars Traded | 17559 | 7370 | 10189 | 17559 | 7370 | 10189 |
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 | 306038 | -18765 | -78652 | -253272 | -280691 | -327929 |
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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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