Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571453.0363 | 343714.3894 | 227738.6468 | 1095022.2663 | -276375.2093 | 1371397.4756 |
Total P&L (%) | 571.453 | 343.7144 | 227.7386 | 1095.0223 | -276.3752 | 1371.3975 |
Avg Daily Profit (%) | 0.3159 | 0.19 | 0.1259 | 0.1372 | 0 | 0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80122 | -75003 | -44806 | -1759421 | -1645554 | -1431974 |
Profit Factor | 2.1354 | 2.0709 | 2.2491 | 1.1338 | 0.9435 | 1.4166 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 11 | 24 | 35 | 11 | 24 |
Losing Trades | 54 | 34 | 20 | 54 | 34 | 20 |
Profitability (%) | 39.3258 | 24.4444 | 54.5455 | 39.3258 | 24.4444 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.2947 | 6.4008 | 1.8743 | 1.7493 | 2.9163 | 1.1805 |
Largest Winning Trade | 276931 | 276931 | 68016 | 1005933 | 1005933 | 910385 |
Largest Losing Trade | -44806 | -21415 | -44806 | -1269746 | -394147 | -1269746 |
Avg Bars in Trades | 118 | 91 | 146 | 118 | 91 | 146 |
Avg Bars in Winners | 216 | 203 | 222 | 216 | 203 | 222 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 10567 | 4130 | 6436 | 10567 | 4130 | 6436 |
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 | 330359 | -20724 | -20005 | -85569 | -610197 | 266385 |
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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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