Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883204.342 | 776263.2898 | 106941.0523 | 308565.1055 | 132224.8541 | 176340.2513 |
Total P&L (%) | 883.2043 | 776.2633 | 106.9411 | 308.5651 | 132.2249 | 176.3403 |
Avg Daily Profit (%) | 0.5522 | 0.4853 | 0.0669 | 0.088 | 0.0527 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144209 | -117001 | -70317 | -552043 | -617388 | -361818 |
Profit Factor | 2.3455 | 2.7725 | 1.4895 | 1.1551 | 1.0995 | 1.267 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 42 | 28 | 14 | 42 | 28 | 14 |
Profitability (%) | 50 | 33.3333 | 66.6667 | 50 | 33.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.3455 | 5.5449 | 0.7447 | 1.1551 | 2.199 | 0.6335 |
Largest Winning Trade | 533459 | 533459 | 54801 | 485224 | 485224 | 152900 |
Largest Losing Trade | -70317 | -50034 | -70317 | -361818 | -157715 | -361818 |
Avg Bars in Trades | 110 | 122 | 98 | 110 | 122 | 98 |
Avg Bars in Winners | 137 | 196 | 107 | 137 | 196 | 107 |
Avg Bars in Losers | 84 | 85 | 81 | 84 | 85 | 81 |
Bars Traded | 9292 | 5146 | 4146 | 9292 | 5146 | 4146 |
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 | 566611 | 335847 | -101881 | -125117 | -238955 | -107628 |
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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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