Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660765.5761 | 485479.5985 | 175285.9776 | 1477173.5876 | 872508.9956 | 604664.5919 |
Total P&L (%) | 660.7656 | 485.4796 | 175.286 | 1477.1736 | 872.509 | 604.6646 |
Avg Daily Profit (%) | 0.289 | 0.2123 | 0.0767 | 0.1207 | 0.0995 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73540 | -133039 | -42489 | -609030 | -682724 | -326004 |
Profit Factor | 2.2765 | 2.5183 | 1.8858 | 1.4741 | 1.4221 | 1.5767 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 39.5604 | 39.1304 | 40 | 39.5604 | 39.1304 | 40 |
Ratio Avg Win / Avg Loss | 3.478 | 3.9173 | 2.8287 | 2.2521 | 2.2121 | 2.365 |
Largest Winning Trade | 276160 | 276160 | 56853 | 924650 | 924650 | 549808 |
Largest Losing Trade | -33053 | -32635 | -33053 | -207837 | -206566 | -207837 |
Avg Bars in Trades | 97 | 91 | 104 | 97 | 91 | 104 |
Avg Bars in Winners | 164 | 142 | 186 | 164 | 142 | 186 |
Avg Bars in Losers | 54 | 58 | 50 | 54 | 58 | 50 |
Bars Traded | 8909 | 4194 | 4715 | 8909 | 4194 | 4715 |
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 | 335333 | 301432 | -90845 | -33027 | -61904 | -79430 |
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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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