Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265385.7445 | 1178125.8777 | 87259.8667 | 154261.1305 | -134145.695 | 288406.8255 |
Total P&L (%) | 1265.3857 | 1178.1259 | 87.2599 | 154.2611 | -134.1457 | 288.4068 |
Avg Daily Profit (%) | 0.5364 | 0.4994 | 0.037 | 0.0396 | 0 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116477 | -75459 | -160060 | -278302 | -391761 | -190477 |
Profit Factor | 2.7677 | 4.2832 | 1.2444 | 1.1084 | 0.8436 | 1.5103 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 41.5094 | 32.0755 | 50.9434 | 41.5094 | 32.0755 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.8999 | 9.0702 | 1.1983 | 1.5619 | 1.7864 | 1.4544 |
Largest Winning Trade | 1152410 | 1152410 | 64145 | 215858 | 215858 | 180943 |
Largest Losing Trade | -64325 | -38007 | -64325 | -120859 | -120859 | -81034 |
Avg Bars in Trades | 87 | 72 | 102 | 87 | 72 | 102 |
Avg Bars in Winners | 140 | 121 | 151 | 140 | 121 | 151 |
Avg Bars in Losers | 50 | 50 | 50 | 50 | 50 | 50 |
Bars Traded | 9285 | 3865 | 5420 | 9285 | 3865 | 5420 |
Profit Streak | 0 | 0 | 18.625 | 0 | 0 | 18.625 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474273 | -169438 | -323118 | -243232 | -765303 | -294102 |
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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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