Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780561.9574 | 656695.3145 | 123866.6429 | 1513815.6148 | -1205614.0705 | 2719429.6853 |
Total P&L (%) | 780.562 | 656.6953 | 123.8666 | 1513.8156 | -1205.6141 | 2719.4297 |
Avg Daily Profit (%) | 0.3304 | 0.2779 | 0.0524 | 0.1178 | 0 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99866 | -82208 | -138211 | -3134761 | -3161521 | -1280445 |
Profit Factor | 2.1146 | 2.739 | 1.3838 | 1.1536 | 0.8103 | 1.7764 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 3.5243 | 4.565 | 2.3064 | 1.9226 | 1.3505 | 2.9607 |
Largest Winning Trade | 236974 | 236974 | 59166 | 1973974 | 1973974 | 1705892 |
Largest Losing Trade | -45300 | -45300 | -42649 | -2151115 | -2151115 | -913018 |
Avg Bars in Trades | 70 | 79 | 61 | 70 | 79 | 61 |
Avg Bars in Winners | 121 | 124 | 119 | 121 | 124 | 119 |
Avg Bars in Losers | 39 | 52 | 26 | 39 | 52 | 26 |
Bars Traded | 6761 | 3812 | 2949 | 6761 | 3812 | 2949 |
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 | 308450 | 329685 | -125968 | -90453 | -583883 | -5222 |
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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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