Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419466.7829 | 371175.8789 | 48290.904 | 182932.1273 | 110166.7011 | 72765.4261 |
Total P&L (%) | 419.4668 | 371.1759 | 48.2909 | 182.9321 | 110.1667 | 72.7654 |
Avg Daily Profit (%) | 0.225 | 0.1991 | 0.0259 | 0.0558 | 0.0399 | 0.0293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108688 | -69656 | -94934 | -196784 | -151941 | -134661 |
Profit Factor | 1.734 | 2.2531 | 1.1754 | 1.1519 | 1.1776 | 1.1246 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 44.4444 | 37.7778 | 51.1111 | 44.4444 | 37.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.1675 | 3.711 | 1.1243 | 1.4399 | 1.9396 | 1.0757 |
Largest Winning Trade | 277324 | 277324 | 60690 | 168802 | 168802 | 108585 |
Largest Losing Trade | -44504 | -44504 | -33069 | -109789 | -52711 | -109789 |
Avg Bars in Trades | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Winners | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Losers | 35 | 31 | 39 | 35 | 31 | 39 |
Bars Traded | 5449 | 2440 | 3008 | 5449 | 2440 | 3008 |
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 | 331256 | 259746 | -187110 | -173723 | -168406 | -236909 |
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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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