Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302414.7919 | 184906.5356 | 117508.2562 | 250925.0882 | 173528.0018 | 77397.0864 |
Total P&L (%) | 302.4148 | 184.9065 | 117.5083 | 250.9251 | 173.528 | 77.3971 |
Avg Daily Profit (%) | 0.1795 | 0.1098 | 0.0698 | 0.0745 | 0.0597 | 0.034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122668 | -55900 | -86201 | -1174542 | -711014 | -687287 |
Profit Factor | 1.7126 | 1.9429 | 1.5147 | 1.0929 | 1.1243 | 1.0593 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 47.191 | 43.1818 | 51.1111 | 47.191 | 43.1818 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.9164 | 2.5565 | 1.4489 | 1.223 | 1.4794 | 1.0133 |
Largest Winning Trade | 95030 | 95030 | 57488 | 497449 | 497449 | 311808 |
Largest Losing Trade | -52960 | -29170 | -52960 | -293051 | -253018 | -293051 |
Avg Bars in Trades | 56 | 44 | 67 | 56 | 44 | 67 |
Avg Bars in Winners | 80 | 69 | 88 | 80 | 69 | 88 |
Avg Bars in Losers | 34 | 24 | 45 | 34 | 24 | 45 |
Bars Traded | 4996 | 1951 | 3045 | 4996 | 1951 | 3045 |
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 | 354119 | -45365 | -98198 | -212572 | -199481 | -302496 |
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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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