Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706347.4902 | 564704.6797 | 141642.8105 | 1149809.9896 | 1161430.5937 | -11620.6041 |
Total P&L (%) | 706.3475 | 564.7047 | 141.6428 | 1149.81 | 1161.4306 | -11.6206 |
Avg Daily Profit (%) | 0.4404 | 0.3521 | 0.0883 | 0.1576 | 0.1582 | -0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116448 | -86481 | -99182 | -1705780 | -1179317 | -1166878 |
Profit Factor | 2.3542 | 2.9352 | 1.6164 | 1.3097 | 1.5702 | 0.9931 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 33.6957 | 26.087 | 41.3043 | 33.6957 | 26.087 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.6325 | 8.3163 | 2.297 | 2.5771 | 4.449 | 1.4112 |
Largest Winning Trade | 350114 | 350114 | 67759 | 1669164 | 1669164 | 406785 |
Largest Losing Trade | -21143 | -17946 | -21143 | -278732 | -241817 | -278732 |
Avg Bars in Trades | 50 | 41 | 60 | 50 | 41 | 60 |
Avg Bars in Winners | 113 | 104 | 119 | 113 | 104 | 119 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 4683 | 1908 | 2775 | 4683 | 1908 | 2775 |
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 | 305307 | -10008 | -75313 | 102025 | -14424 | -582419 |
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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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