Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663735.5419 | 614576.528 | 49159.0139 | 58783.6694 | -287332.9563 | 346116.6257 |
Total P&L (%) | 663.7355 | 614.5765 | 49.159 | 58.7837 | -287.333 | 346.1166 |
Avg Daily Profit (%) | 0.3585 | 0.332 | 0.0266 | 0.025 | 0 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166825 | -139294 | -84745 | -1202885 | -1078168 | -668042 |
Profit Factor | 1.9332 | 2.5708 | 1.1536 | 1.0155 | 0.8685 | 1.2162 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 42.1053 | 37.5 | 46.8085 | 42.1053 | 37.5 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.6581 | 4.2847 | 1.3109 | 1.3963 | 1.4475 | 1.3821 |
Largest Winning Trade | 604013 | 604013 | 63285 | 550974 | 550974 | 527751 |
Largest Losing Trade | -41626 | -41626 | -39538 | -290492 | -236696 | -290492 |
Avg Bars in Trades | 56 | 55 | 57 | 56 | 55 | 57 |
Avg Bars in Winners | 80 | 83 | 78 | 80 | 83 | 78 |
Avg Bars in Losers | 39 | 39 | 38 | 39 | 39 | 38 |
Bars Traded | 5372 | 2685 | 2687 | 5372 | 2685 | 2687 |
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 | 368888 | 334619 | -211522 | -366514 | -583883 | -86650 |
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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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