Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573340.9418 | 423356.6422 | 149984.2996 | 372775.1528 | 157579.3078 | 215195.845 |
Total P&L (%) | 573.3409 | 423.3566 | 149.9843 | 372.7752 | 157.5793 | 215.1958 |
Avg Daily Profit (%) | 0.3883 | 0.2867 | 0.1016 | 0.1053 | 0.0641 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80736 | -88095 | -59504 | -432690 | -312573 | -309629 |
Profit Factor | 1.9654 | 2.345 | 1.5374 | 1.1693 | 1.145 | 1.1931 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 40 | 29.1667 | 51.0638 | 40 | 29.1667 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.9482 | 5.6951 | 1.4733 | 1.754 | 2.7807 | 1.1434 |
Largest Winning Trade | 313201 | 313201 | 73740 | 393641 | 393641 | 264030 |
Largest Losing Trade | -43477 | -31849 | -43477 | -302569 | -100955 | -302569 |
Avg Bars in Trades | 183 | 136 | 230 | 183 | 136 | 230 |
Avg Bars in Winners | 285 | 205 | 333 | 285 | 205 | 333 |
Avg Bars in Losers | 114 | 108 | 123 | 114 | 108 | 123 |
Bars Traded | 17392 | 6550 | 10842 | 17392 | 6550 | 10842 |
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 | 350810 | 52785 | -55627 | -89242 | -178638 | -97017 |
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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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