Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634654.0183 | 567417.5203 | 67236.498 | 261568.5048 | 151040.5856 | 110527.9191 |
Total P&L (%) | 634.654 | 567.4175 | 67.2365 | 261.5685 | 151.0406 | 110.5279 |
Avg Daily Profit (%) | 0.3388 | 0.3029 | 0.0359 | 0.0686 | 0.0491 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128333 | -85241 | -87452 | -375926 | -300960 | -243792 |
Profit Factor | 2.0899 | 2.6913 | 1.2724 | 1.136 | 1.1371 | 1.1344 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 37.7778 | 28.8889 | 46.6667 | 37.7778 | 28.8889 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.4421 | 6.6248 | 1.4542 | 1.871 | 2.799 | 1.2965 |
Largest Winning Trade | 524337 | 524337 | 61636 | 398992 | 398992 | 182796 |
Largest Losing Trade | -50372 | -25870 | -50372 | -179121 | -83034 | -179121 |
Avg Bars in Trades | 122 | 112 | 133 | 122 | 112 | 133 |
Avg Bars in Winners | 212 | 230 | 200 | 212 | 230 | 200 |
Avg Bars in Losers | 68 | 63 | 74 | 68 | 63 | 74 |
Bars Traded | 11052 | 5043 | 6009 | 11052 | 5043 | 6009 |
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 | 312639 | 51925 | -146454 | -175681 | -208501 | -213702 |
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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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