Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624644.1222 | 452189.5172 | 172454.6049 | 785871.3116 | 156612.3602 | 629258.9514 |
Total P&L (%) | 624.6441 | 452.1895 | 172.4546 | 785.8713 | 156.6124 | 629.259 |
Avg Daily Profit (%) | 0.3576 | 0.2589 | 0.0987 | 0.125 | 0.054 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93429 | -133893 | -33607 | -357634 | -406901 | -285756 |
Profit Factor | 2.0411 | 2.209 | 1.7633 | 1.279 | 1.0928 | 1.5574 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 39.5604 | 30.4348 | 48.8889 | 39.5604 | 30.4348 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.1184 | 5.0491 | 1.8434 | 1.954 | 2.4978 | 1.6281 |
Largest Winning Trade | 298035 | 298035 | 59980 | 345353 | 345353 | 246719 |
Largest Losing Trade | -29486 | -29486 | -26955 | -285756 | -235909 | -285756 |
Avg Bars in Trades | 75 | 67 | 83 | 75 | 67 | 83 |
Avg Bars in Winners | 121 | 130 | 115 | 121 | 130 | 115 |
Avg Bars in Losers | 44 | 39 | 52 | 44 | 39 | 52 |
Bars Traded | 6841 | 3090 | 3751 | 6841 | 3090 | 3751 |
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 | 340104 | 172536 | -58190 | -28525 | -245748 | -38240 |
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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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