Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588828.0479 | 486932.4868 | 101895.5611 | 139773.9498 | 412922.3531 | -273148.4032 |
Total P&L (%) | 588.828 | 486.9325 | 101.8956 | 139.774 | 412.9224 | -273.1484 |
Avg Daily Profit (%) | 0.3652 | 0.302 | 0.0632 | 0.0543 | 0.1015 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119298 | -95028 | -106270 | -371400 | -224218 | -488780 |
Profit Factor | 1.8788 | 2.357 | 1.3274 | 1.0804 | 1.511 | 0.7062 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 37.7778 | 31.1111 | 44.4444 | 37.7778 | 31.1111 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.0945 | 5.219 | 1.6593 | 1.7795 | 3.3457 | 0.8828 |
Largest Winning Trade | 343168 | 343168 | 68328 | 359831 | 359831 | 90723 |
Largest Losing Trade | -62883 | -29794 | -62883 | -224601 | -101758 | -224601 |
Avg Bars in Trades | 105 | 92 | 118 | 105 | 92 | 118 |
Avg Bars in Winners | 174 | 181 | 169 | 174 | 181 | 169 |
Avg Bars in Losers | 63 | 51 | 77 | 63 | 51 | 77 |
Bars Traded | 9477 | 4144 | 5333 | 9477 | 4144 | 5333 |
Profit Streak | 0 | 0 | 33.0284 | 0 | 0 | 33.0284 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306112 | 205283 | -108733 | -255922 | -62328 | -582331 |
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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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