Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479145.8878 | 416149.8982 | 62995.9896 | 79895.0139 | 275615.8097 | -195720.7958 |
Total P&L (%) | 479.1459 | 416.1499 | 62.996 | 79.895 | 275.6158 | -195.7208 |
Avg Daily Profit (%) | 0.3001 | 0.2606 | 0.0395 | 0.0368 | 0.0829 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166178 | -103059 | -105432 | -342412 | -345540 | -336387 |
Profit Factor | 1.7656 | 2.3282 | 1.2016 | 1.0554 | 1.3969 | 0.7381 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 45.5556 | 35.5556 | 55.5556 | 45.5556 | 35.5556 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1101 | 4.2199 | 0.9613 | 1.2613 | 2.5319 | 0.5905 |
Largest Winning Trade | 275232 | 275232 | 73088 | 284528 | 284528 | 112042 |
Largest Losing Trade | -58008 | -30141 | -58008 | -156924 | -98863 | -156924 |
Avg Bars in Trades | 52 | 40 | 64 | 52 | 40 | 64 |
Avg Bars in Winners | 78 | 66 | 85 | 78 | 66 | 85 |
Avg Bars in Losers | 30 | 26 | 37 | 30 | 26 | 37 |
Bars Traded | 4722 | 1828 | 2894 | 4722 | 1828 | 2894 |
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 | 372105 | 252780 | -142064 | -304821 | -86011 | -579991 |
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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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