Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638629.0612 | 461193.1319 | 177435.9293 | 902884.1223 | 195036.1181 | 707848.0042 |
Total P&L (%) | 638.6291 | 461.1931 | 177.4359 | 902.8841 | 195.0361 | 707.848 |
Avg Daily Profit (%) | 0.3666 | 0.2647 | 0.1019 | 0.1324 | 0.0621 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159351 | -132754 | -93791 | -742123 | -618825 | -480809 |
Profit Factor | 1.9182 | 2.213 | 1.5627 | 1.2711 | 1.1053 | 1.4789 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 49 | 17 | 32 | 49 | 17 | 32 |
Losing Trades | 74 | 45 | 29 | 74 | 45 | 29 |
Profitability (%) | 39.8374 | 27.4194 | 52.459 | 39.8374 | 27.4194 | 52.459 |
Ratio Avg Win / Avg Loss | 2.8969 | 5.858 | 1.4162 | 1.9197 | 2.9258 | 1.3403 |
Largest Winning Trade | 256550 | 256550 | 56730 | 388362 | 388362 | 286332 |
Largest Losing Trade | -39604 | -23562 | -39604 | -267755 | -141715 | -267755 |
Avg Bars in Trades | 55 | 49 | 61 | 55 | 49 | 61 |
Avg Bars in Winners | 93 | 98 | 91 | 93 | 98 | 91 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 6830 | 3085 | 3745 | 6830 | 3085 | 3745 |
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 | 341218 | -161224 | -216667 | -18419 | -387160 | -192570 |
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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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