Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937145.2147 | 740047.9843 | 197097.2304 | 4471561.0997 | -750678.1958 | 5222239.2955 |
Total P&L (%) | 937.1452 | 740.048 | 197.0972 | 4471.5611 | -750.6782 | 5222.2393 |
Avg Daily Profit (%) | 0.3979 | 0.3142 | 0.0837 | 0.1624 | 0 | 0.1689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103708 | -67901 | -131138 | -4431462 | -3166248 | -1651072 |
Profit Factor | 2.3028 | 3.0686 | 1.5451 | 1.4036 | 0.8898 | 2.223 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 36.2319 | 30.4348 | 42.029 | 36.2319 | 30.4348 | 42.029 |
Ratio Avg Win / Avg Loss | 4.0529 | 7.0139 | 2.1312 | 2.4703 | 2.0338 | 3.0662 |
Largest Winning Trade | 449525 | 449525 | 66389 | 2530433 | 1649098 | 2530433 |
Largest Losing Trade | -48797 | -15553 | -48797 | -881097 | -881097 | -662955 |
Avg Bars in Trades | 50 | 38 | 61 | 50 | 38 | 61 |
Avg Bars in Winners | 105 | 82 | 122 | 105 | 82 | 122 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 6909 | 2643 | 4266 | 6909 | 2643 | 4266 |
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 | 328491 | -94690 | -183596 | 163997 | -687567 | -93055 |
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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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