Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450216.6826 | 340935.4179 | 109281.2647 | 321376.3976 | 44462.4465 | 276913.9511 |
Total P&L (%) | 450.2167 | 340.9354 | 109.2813 | 321.3764 | 44.4624 | 276.914 |
Avg Daily Profit (%) | 0.2439 | 0.1847 | 0.0592 | 0.078 | 0.0199 | 0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170894 | -138568 | -66371 | -735723 | -682115 | -283315 |
Profit Factor | 1.7142 | 2.0204 | 1.3689 | 1.1224 | 1.0308 | 1.2343 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 43.8776 | 36.7347 | 51.0204 | 43.8776 | 36.7347 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.1926 | 3.4796 | 1.3141 | 1.4356 | 1.7753 | 1.185 |
Largest Winning Trade | 228271 | 228271 | 50738 | 394447 | 394447 | 207597 |
Largest Losing Trade | -41087 | -24357 | -41087 | -204166 | -141976 | -204166 |
Avg Bars in Trades | 222 | 204 | 241 | 222 | 204 | 241 |
Avg Bars in Winners | 340 | 328 | 348 | 340 | 328 | 348 |
Avg Bars in Losers | 131 | 132 | 129 | 131 | 132 | 129 |
Bars Traded | 21853 | 10034 | 11819 | 21853 | 10034 | 11819 |
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 | 328509 | 225631 | -113130 | -176873 | -358664 | -97012 |
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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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