Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541410.2493 | 440851.9849 | 100558.2643 | 610936.4157 | 439746.5116 | 171189.9042 |
Total P&L (%) | 541.4102 | 440.852 | 100.5583 | 610.9364 | 439.7465 | 171.1899 |
Avg Daily Profit (%) | 0.2599 | 0.2116 | 0.0483 | 0.0942 | 0.081 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105295 | -97956 | -64115 | -553031 | -445285 | -298360 |
Profit Factor | 1.8749 | 2.272 | 1.3694 | 1.2555 | 1.3088 | 1.177 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 43.8776 | 40.8163 | 46.9388 | 43.8776 | 40.8163 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.3982 | 3.2944 | 1.548 | 1.6059 | 1.8978 | 1.3305 |
Largest Winning Trade | 253348 | 253348 | 58000 | 374996 | 374996 | 178226 |
Largest Losing Trade | -33854 | -33854 | -29073 | -168358 | -168358 | -100060 |
Avg Bars in Trades | 248 | 230 | 266 | 248 | 230 | 266 |
Avg Bars in Winners | 348 | 342 | 354 | 348 | 342 | 354 |
Avg Bars in Losers | 169 | 152 | 188 | 169 | 152 | 188 |
Bars Traded | 24331 | 11274 | 13057 | 24331 | 11274 | 13057 |
Profit Streak | 0 | 0 | 51.5537 | 0 | 0 | 51.5537 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359585 | 308532 | -127360 | -67997 | -87089 | -155274 |
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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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