Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409957.681 | 364566.699 | 45390.982 | 62018.0477 | 185984.4484 | -123966.4007 |
Total P&L (%) | 409.9577 | 364.5667 | 45.391 | 62.018 | 185.9844 | -123.9664 |
Avg Daily Profit (%) | 0.2295 | 0.2041 | 0.0254 | 0.027 | 0.0588 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127504 | -86453 | -100056 | -459885 | -372175 | -322136 |
Profit Factor | 1.616 | 2.1057 | 1.1352 | 1.0391 | 1.2455 | 0.8502 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.8202 | 40 | 47.7273 | 43.8202 | 40 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.0718 | 3.1585 | 1.2433 | 1.3322 | 1.8683 | 0.9312 |
Largest Winning Trade | 187568 | 187568 | 70333 | 294194 | 294194 | 201455 |
Largest Losing Trade | -60682 | -32330 | -60682 | -322136 | -141100 | -322136 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 56 | 59 | 54 | 56 | 59 | 54 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 3442 | 1676 | 1767 | 3442 | 1676 | 1767 |
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 | 315592 | 282136 | -233343 | -336977 | -117321 | -581603 |
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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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