Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710887.9595 | 686332.9374 | 24555.0221 | 67028.8455 | 387671.6601 | -320642.8146 |
Total P&L (%) | 710.888 | 686.3329 | 24.555 | 67.0288 | 387.6717 | -320.6428 |
Avg Daily Profit (%) | 0.3729 | 0.36 | 0.0129 | 0.0269 | 0.0831 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106095 | -113962 | -71344 | -693085 | -532675 | -557173 |
Profit Factor | 2.191 | 3.2441 | 1.0844 | 1.0265 | 1.33 | 0.7629 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 36.7347 | 32.6531 | 40.8163 | 36.7347 | 32.6531 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.7734 | 6.691 | 1.5723 | 1.7679 | 2.7432 | 1.1062 |
Largest Winning Trade | 670403 | 670403 | 51579 | 676627 | 676627 | 163916 |
Largest Losing Trade | -47138 | -40750 | -47138 | -403478 | -202407 | -403478 |
Avg Bars in Trades | 112 | 118 | 107 | 112 | 118 | 107 |
Avg Bars in Winners | 190 | 215 | 171 | 190 | 215 | 171 |
Avg Bars in Losers | 67 | 72 | 62 | 67 | 72 | 62 |
Bars Traded | 11070 | 5822 | 5248 | 11070 | 5822 | 5248 |
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 | 316314 | 322438 | -309567 | -352257 | -87220 | -582586 |
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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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