Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681189.0377 | 605824.0245 | 75365.0131 | 443209.9967 | 95846.6933 | 347363.3034 |
Total P&L (%) | 681.189 | 605.824 | 75.365 | 443.21 | 95.8467 | 347.3633 |
Avg Daily Profit (%) | 0.3654 | 0.325 | 0.0404 | 0.0908 | 0.0361 | 0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71583 | -75972 | -30343 | -628163 | -460730 | -256878 |
Profit Factor | 2.7567 | 3.8441 | 1.4312 | 1.2051 | 1.0753 | 1.3908 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 33.3333 | 31.5789 | 35.0877 | 33.3333 | 31.5789 | 35.0877 |
Ratio Avg Win / Avg Loss | 5.5133 | 8.329 | 2.6478 | 2.4102 | 2.3299 | 2.5729 |
Largest Winning Trade | 635964 | 635964 | 49178 | 406717 | 406717 | 265245 |
Largest Losing Trade | -30384 | -30384 | -19694 | -186527 | -129841 | -186527 |
Avg Bars in Trades | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Winners | 101 | 77 | 123 | 101 | 77 | 123 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 5395 | 2207 | 3188 | 5395 | 2207 | 3188 |
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 | 307190 | -171443 | -323041 | -77283 | -468758 | -269997 |
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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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