Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662527.9445 | 592679.725 | 69848.2195 | 145204.392 | -239111.1122 | 384315.5042 |
Total P&L (%) | 662.5279 | 592.6797 | 69.8482 | 145.2044 | -239.1111 | 384.3155 |
Avg Daily Profit (%) | 0.3572 | 0.3196 | 0.0377 | 0.0484 | 0 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191156 | -159662 | -95744 | -1022815 | -957147 | -438474 |
Profit Factor | 2.0577 | 2.6496 | 1.2615 | 1.0508 | 0.8633 | 1.3465 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 37.0787 | 28.8889 | 45.4545 | 37.0787 | 28.8889 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.4919 | 6.5221 | 1.5138 | 1.7832 | 2.1251 | 1.6158 |
Largest Winning Trade | 583538 | 583538 | 65275 | 657094 | 657094 | 450030 |
Largest Losing Trade | -34630 | -26034 | -34630 | -247132 | -247132 | -188938 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 110 | 112 | 109 | 110 | 112 | 109 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 5374 | 2323 | 3051 | 5374 | 2323 | 3051 |
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 | 306207 | 54164 | -143351 | -296637 | -590609 | -79576 |
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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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