Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755222.972 | 600363.8485 | 154859.1234 | 934402.2842 | 433306.9008 | 501095.3834 |
Total P&L (%) | 755.223 | 600.3638 | 154.8591 | 934.4023 | 433.3069 | 501.0954 |
Avg Daily Profit (%) | 0.4737 | 0.3766 | 0.0971 | 0.1467 | 0.1051 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93552 | -102666 | -54263 | -2309691 | -2294340 | -977421 |
Profit Factor | 2.1936 | 2.5775 | 1.6141 | 1.1177 | 1.0936 | 1.1513 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 34.4262 | 24.5902 | 44.2623 | 34.4262 | 24.5902 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.1782 | 7.9043 | 2.0326 | 2.1289 | 3.3537 | 1.4498 |
Largest Winning Trade | 347567 | 347567 | 47908 | 1900601 | 1900601 | 867255 |
Largest Losing Trade | -20181 | -19617 | -20181 | -478791 | -371269 | -478791 |
Avg Bars in Trades | 51 | 42 | 60 | 51 | 42 | 60 |
Avg Bars in Winners | 105 | 109 | 103 | 105 | 109 | 103 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 6275 | 2613 | 3662 | 6275 | 2613 | 3662 |
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 | 317455 | -179117 | -224147 | -92552 | -362772 | -260280 |
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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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