Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563242.6976 | 397488.9178 | 165753.7798 | 981222.5201 | 298491.4862 | 682731.0339 |
Total P&L (%) | 563.2427 | 397.4889 | 165.7538 | 981.2225 | 298.4915 | 682.731 |
Avg Daily Profit (%) | 0.2917 | 0.2059 | 0.0858 | 0.1234 | 0.0716 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68155 | -77865 | -92051 | -642177 | -665413 | -336714 |
Profit Factor | 1.8885 | 2.1593 | 1.5694 | 1.3267 | 1.1638 | 1.578 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 38.9381 | 32.1429 | 45.614 | 38.9381 | 32.1429 | 45.614 |
Ratio Avg Win / Avg Loss | 2.9614 | 4.5585 | 1.8713 | 2.0806 | 2.457 | 1.8815 |
Largest Winning Trade | 147358 | 147358 | 59614 | 750690 | 750690 | 373327 |
Largest Losing Trade | -43969 | -43969 | -41425 | -453064 | -453064 | -249899 |
Avg Bars in Trades | 66 | 71 | 60 | 66 | 71 | 60 |
Avg Bars in Winners | 105 | 119 | 95 | 105 | 119 | 95 |
Avg Bars in Losers | 41 | 49 | 31 | 41 | 49 | 31 |
Bars Traded | 7460 | 4012 | 3448 | 7460 | 4012 | 3448 |
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 | 302580 | -175498 | -257260 | -30527 | -323766 | -229086 |
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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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