Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446483.6819 | 330163.9313 | 116319.7506 | 923578.1864 | 424387.007 | 499191.1794 |
Total P&L (%) | 446.4837 | 330.1639 | 116.3198 | 923.5782 | 424.387 | 499.1912 |
Avg Daily Profit (%) | 0.2023 | 0.1496 | 0.0527 | 0.1055 | 0.0751 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121937 | -110757 | -79943 | -1260775 | -1102337 | -792424 |
Profit Factor | 1.8103 | 2.2247 | 1.4133 | 1.1928 | 1.1757 | 1.2101 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 43.4343 | 38.7755 | 48 | 43.4343 | 38.7755 | 48 |
Ratio Avg Win / Avg Loss | 2.3576 | 3.5128 | 1.5311 | 1.5534 | 1.8564 | 1.3109 |
Largest Winning Trade | 92679 | 92679 | 43723 | 493909 | 386457 | 493909 |
Largest Losing Trade | -33564 | -22023 | -33564 | -331053 | -183809 | -331053 |
Avg Bars in Trades | 88 | 79 | 96 | 88 | 79 | 96 |
Avg Bars in Winners | 141 | 137 | 145 | 141 | 137 | 145 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 8725 | 3890 | 4835 | 8725 | 3890 | 4835 |
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 | 316273 | 239238 | -301470 | -61445 | -123038 | -265883 |
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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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