Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599336.4786 | 354706.4492 | 244630.0294 | 2083146.9786 | -337308.2465 | 2420455.225 |
Total P&L (%) | 599.3365 | 354.7064 | 244.63 | 2083.147 | -337.3082 | 2420.4552 |
Avg Daily Profit (%) | 0.3314 | 0.1961 | 0.1353 | 0.1706 | 0 | 0.1786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71864 | -68240 | -34563 | -1963968 | -2221182 | -695804 |
Profit Factor | 2.1816 | 2.1898 | 2.1699 | 1.2356 | 0.9373 | 1.6995 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 37.2549 | 27.451 | 47.0588 | 37.2549 | 27.451 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.6742 | 5.7873 | 2.4411 | 2.0811 | 2.4772 | 1.912 |
Largest Winning Trade | 249481 | 249481 | 70843 | 1373105 | 1373105 | 914894 |
Largest Losing Trade | -19938 | -19938 | -16905 | -472049 | -472049 | -436125 |
Avg Bars in Trades | 209 | 151 | 267 | 209 | 151 | 267 |
Avg Bars in Winners | 410 | 351 | 445 | 410 | 351 | 445 |
Avg Bars in Losers | 90 | 76 | 108 | 90 | 76 | 108 |
Bars Traded | 21379 | 7749 | 13630 | 21379 | 7749 | 13630 |
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 | 310554 | -187590 | -189521 | 140522 | -777345 | -170123 |
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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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