Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493591.3895 | 412200.0967 | 81391.2928 | 477515.3771 | 1012697.735 | -535182.3579 |
Total P&L (%) | 493.5914 | 412.2001 | 81.3913 | 477.5154 | 1012.6977 | -535.1824 |
Avg Daily Profit (%) | 0.2788 | 0.2328 | 0.046 | 0.0991 | 0.1362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121243 | -71419 | -65766 | -1629102 | -899755 | -809449 |
Profit Factor | 1.7449 | 2.4085 | 1.22 | 1.0836 | 1.4035 | 0.833 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 43.3628 | 44.6429 | 42.1053 | 43.3628 | 44.6429 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.279 | 2.9866 | 1.6775 | 1.4153 | 1.7403 | 1.1453 |
Largest Winning Trade | 173705 | 173705 | 79224 | 617935 | 617935 | 607001 |
Largest Losing Trade | -51551 | -37284 | -51551 | -798400 | -322063 | -798400 |
Avg Bars in Trades | 91 | 79 | 103 | 91 | 79 | 103 |
Avg Bars in Winners | 142 | 113 | 172 | 142 | 113 | 172 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 10362 | 4438 | 5924 | 10362 | 4438 | 5924 |
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 | 335581 | -169648 | -313925 | -191553 | -191114 | -762236 |
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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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