Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619769.1332 | 471532.3003 | 148236.8329 | 555493.2039 | 610785.0956 | -55291.8917 |
Total P&L (%) | 619.7691 | 471.5323 | 148.2368 | 555.4932 | 610.7851 | -55.2919 |
Avg Daily Profit (%) | 0.326 | 0.248 | 0.078 | 0.0989 | 0.1032 | -0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149298 | -111730 | -148451 | -820983 | -750836 | -672619 |
Profit Factor | 1.8441 | 2.1658 | 1.4495 | 1.1312 | 1.2629 | 0.9711 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 45.9459 | 42.8571 | 49.0909 | 45.9459 | 42.8571 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.1696 | 2.8878 | 1.5032 | 1.3308 | 1.6838 | 1.007 |
Largest Winning Trade | 248450 | 248450 | 56566 | 672452 | 672452 | 288991 |
Largest Losing Trade | -45835 | -45835 | -41720 | -364239 | -263525 | -364239 |
Avg Bars in Trades | 99 | 90 | 108 | 99 | 90 | 108 |
Avg Bars in Winners | 152 | 145 | 159 | 152 | 145 | 159 |
Avg Bars in Losers | 54 | 50 | 59 | 54 | 50 | 59 |
Bars Traded | 11071 | 5092 | 5979 | 11071 | 5092 | 5979 |
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 | 407959 | -170681 | -267153 | -137962 | -236652 | -759520 |
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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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