Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493351.0687 | 420671.282 | 72679.7866 | 8036.982 | -31236.5583 | 39273.5403 |
Total P&L (%) | 493.3511 | 420.6713 | 72.6798 | 8.037 | -31.2366 | 39.2735 |
Avg Daily Profit (%) | 0.227 | 0.1935 | 0.0334 | 0.0036 | -0.0172 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182284 | -124803 | -88891 | -988398 | -1028270 | -420822 |
Profit Factor | 1.7656 | 2.071 | 1.2888 | 1.0021 | 0.9876 | 1.0298 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 12 | 27 | 39 | 12 | 27 |
Losing Trades | 48 | 31 | 17 | 48 | 31 | 17 |
Profitability (%) | 44.8276 | 27.907 | 61.3636 | 44.8276 | 27.907 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.173 | 5.3501 | 0.8115 | 1.2333 | 2.5514 | 0.6484 |
Largest Winning Trade | 390303 | 390303 | 31729 | 659382 | 659382 | 186365 |
Largest Losing Trade | -47497 | -41069 | -47497 | -429600 | -429600 | -238168 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 52 | 67 | 45 | 52 | 67 | 45 |
Avg Bars in Losers | 43 | 48 | 33 | 43 | 48 | 33 |
Bars Traded | 4120 | 2316 | 1804 | 4120 | 2316 | 1804 |
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 | 339136 | -5448 | -148340 | -573847 | -594951 | -362614 |
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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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