Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605546.0128 | 527080.594 | 78465.4187 | 884830.3888 | 551573.8221 | 333256.5668 |
Total P&L (%) | 605.546 | 527.0806 | 78.4654 | 884.8304 | 551.5738 | 333.2566 |
Avg Daily Profit (%) | 0.2569 | 0.2236 | 0.0333 | 0.0971 | 0.0795 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116718 | -70695 | -93468 | -596045 | -468358 | -387933 |
Profit Factor | 2.175 | 2.8702 | 1.336 | 1.2878 | 1.3054 | 1.2627 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 42.8571 | 38.4615 | 47.3684 | 42.8571 | 38.4615 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.9 | 4.5923 | 1.4844 | 1.717 | 2.0886 | 1.403 |
Largest Winning Trade | 227795 | 227795 | 70830 | 453649 | 453649 | 368254 |
Largest Losing Trade | -42808 | -26628 | -42808 | -200415 | -191783 | -200415 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 141 | 170 | 117 | 141 | 170 | 117 |
Avg Bars in Losers | 44 | 42 | 45 | 44 | 42 | 45 |
Bars Traded | 6608 | 3581 | 3028 | 6608 | 3581 | 3028 |
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 | -36393 | 333096 | -149126 | -110871 | -89562 | -110995 |
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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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