Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631820.9018 | 563837.1709 | 67983.731 | 400634.6598 | 650832.9231 | -250198.2633 |
Total P&L (%) | 631.8209 | 563.8372 | 67.9837 | 400.6347 | 650.8329 | -250.1983 |
Avg Daily Profit (%) | 0.3465 | 0.3092 | 0.0373 | 0.0884 | 0.1106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150591 | -77462 | -112384 | -671719 | -313363 | -604018 |
Profit Factor | 2.202 | 3.2742 | 1.2448 | 1.1816 | 1.6398 | 0.7896 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 44.9438 | 45.4545 | 44.4444 | 44.9438 | 45.4545 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6975 | 3.9291 | 1.556 | 1.4474 | 1.9678 | 0.987 |
Largest Winning Trade | 390374 | 390374 | 73701 | 556784 | 556784 | 251357 |
Largest Losing Trade | -55652 | -28184 | -55652 | -217965 | -171228 | -217965 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 3308 | 1638 | 1670 | 3308 | 1638 | 1670 |
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 | 423042 | 486762 | -144468 | -97497 | -43503 | -582872 |
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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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