Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630837.0226 | 483868.1929 | 146968.8298 | 329852.1688 | 62574.9325 | 267277.2363 |
Total P&L (%) | 630.837 | 483.8682 | 146.9688 | 329.8522 | 62.5749 | 267.2772 |
Avg Daily Profit (%) | 0.4284 | 0.3286 | 0.0998 | 0.0991 | 0.033 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148246 | -138377 | -42720 | -560940 | -486534 | -277733 |
Profit Factor | 2.0081 | 2.2835 | 1.5907 | 1.1242 | 1.0406 | 1.2398 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 38.6364 | 25 | 52.2727 | 38.6364 | 25 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.1893 | 6.8506 | 1.4523 | 1.7854 | 3.1218 | 1.132 |
Largest Winning Trade | 374955 | 374955 | 65738 | 512640 | 512640 | 184713 |
Largest Losing Trade | -34981 | -30376 | -34981 | -225491 | -202899 | -225491 |
Avg Bars in Trades | 99 | 86 | 111 | 99 | 86 | 111 |
Avg Bars in Winners | 157 | 161 | 155 | 157 | 161 | 155 |
Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
Bars Traded | 8713 | 3804 | 4909 | 8713 | 3804 | 4909 |
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 | 346374 | -16688 | -57514 | -147711 | -353819 | -74885 |
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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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