Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606045.5701 | 491163.0315 | 114882.5385 | 135921.5986 | -81080.7376 | 217002.3362 |
Total P&L (%) | 606.0456 | 491.163 | 114.8825 | 135.9216 | -81.0807 | 217.0023 |
Avg Daily Profit (%) | 0.4114 | 0.3334 | 0.078 | 0.0583 | -0.113 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154394 | -133500 | -61272 | -469998 | -389354 | -168400 |
Profit Factor | 1.7569 | 2.0828 | 1.331 | 1.0775 | 0.9192 | 1.2893 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 42.7273 | 30.9091 | 54.5455 | 42.7273 | 30.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3549 | 4.6556 | 1.1091 | 1.4443 | 2.0547 | 1.0744 |
Largest Winning Trade | 332380 | 332380 | 64719 | 219617 | 192152 | 219617 |
Largest Losing Trade | -44301 | -30962 | -44301 | -163816 | -163816 | -162833 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 37 | 39 | 37 | 37 | 39 | 37 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 2880 | 1362 | 1518 | 2880 | 1362 | 1518 |
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 | 393039 | -174758 | -267732 | -252614 | -765479 | -267501 |
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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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