Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479075.0616 | 312081.9132 | 166993.1484 | 713617.6692 | 437275.4918 | 276342.1774 |
Total P&L (%) | 479.0751 | 312.0819 | 166.9931 | 713.6177 | 437.2755 | 276.3422 |
Avg Daily Profit (%) | 0.2854 | 0.1859 | 0.0995 | 0.125 | 0.1002 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103932 | -73191 | -63107 | -1879902 | -1095449 | -971683 |
Profit Factor | 1.8822 | 2.0288 | 1.6967 | 1.1051 | 1.1218 | 1.0864 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 42.2222 | 33.3333 | 51.1111 | 42.2222 | 33.3333 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.5756 | 4.0575 | 1.6229 | 1.5123 | 2.2436 | 1.0392 |
Largest Winning Trade | 215089 | 215089 | 49808 | 924028 | 924028 | 436974 |
Largest Losing Trade | -29107 | -22944 | -29107 | -459744 | -447501 | -459744 |
Avg Bars in Trades | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Winners | 166 | 181 | 156 | 166 | 181 | 156 |
Avg Bars in Losers | 66 | 61 | 73 | 66 | 61 | 73 |
Bars Traded | 9793 | 4580 | 5213 | 9793 | 4580 | 5213 |
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 | 329022 | 177878 | -56728 | -132342 | -151043 | -212777 |
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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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