Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731366.965 | 516940.3545 | 214426.6105 | 1674122.9129 | -203859.8562 | 1877982.7691 |
Total P&L (%) | 731.367 | 516.9404 | 214.4266 | 1674.1229 | -203.8599 | 1877.9828 |
Avg Daily Profit (%) | 0.4037 | 0.2853 | 0.1184 | 0.1589 | 0 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63567 | -86227 | -32282 | -1677522 | -1060446 | -617075 |
Profit Factor | 3.2237 | 4.0655 | 2.3379 | 1.3423 | 0.9213 | 1.8163 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 30.3371 | 22.2222 | 38.6364 | 30.3371 | 22.2222 | 38.6364 |
Ratio Avg Win / Avg Loss | 7.4025 | 14.2294 | 3.7132 | 3.0823 | 3.2245 | 2.8847 |
Largest Winning Trade | 518782 | 518782 | 67583 | 1109580 | 713542 | 1109580 |
Largest Losing Trade | -26264 | -20378 | -26264 | -498331 | -498331 | -297767 |
Avg Bars in Trades | 56 | 42 | 71 | 56 | 42 | 71 |
Avg Bars in Winners | 148 | 128 | 160 | 148 | 128 | 160 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 5062 | 1933 | 3129 | 5062 | 1933 | 3129 |
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 | 307128 | -26392 | -34902 | 62299 | -620269 | 245610 |
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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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