Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548050.605 | 426152.9974 | 121897.6076 | 595484.9122 | -143383.8034 | 738868.7156 |
Total P&L (%) | 548.0506 | 426.153 | 121.8976 | 595.4849 | -143.3838 | 738.8687 |
Avg Daily Profit (%) | 0.2953 | 0.2296 | 0.0657 | 0.1045 | 0 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124308 | -117196 | -54789 | -913901 | -790244 | -493866 |
Profit Factor | 1.9395 | 2.3168 | 1.4694 | 1.1406 | 0.9409 | 1.4085 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 38.8889 | 31.1111 | 46.6667 | 38.8889 | 31.1111 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.0478 | 5.13 | 1.6793 | 1.7924 | 2.0834 | 1.6097 |
Largest Winning Trade | 296248 | 296248 | 68527 | 499963 | 499963 | 417746 |
Largest Losing Trade | -36533 | -23695 | -36533 | -402986 | -206142 | -402986 |
Avg Bars in Trades | 121 | 110 | 132 | 121 | 110 | 132 |
Avg Bars in Winners | 208 | 226 | 196 | 208 | 226 | 196 |
Avg Bars in Losers | 66 | 57 | 77 | 66 | 57 | 77 |
Bars Traded | 10927 | 4960 | 5967 | 10927 | 4960 | 5967 |
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 | 304365 | 180210 | -104243 | -121837 | -585279 | -38895 |
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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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