Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499573.1544 | 246436.4703 | 253136.6842 | 1286455.0851 | -200039.655 | 1486494.7401 |
Total P&L (%) | 499.5732 | 246.4365 | 253.1367 | 1286.4551 | -200.0397 | 1486.4947 |
Avg Daily Profit (%) | 0.2767 | 0.1365 | 0.1402 | 0.1457 | 0 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105599 | -75825 | -53868 | -6166689 | -3206345 | -3697678 |
Profit Factor | 2.0951 | 1.9746 | 2.245 | 1.0864 | 0.9717 | 1.19 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 54.8387 | 44.6809 | 65.2174 | 54.8387 | 44.6809 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.7254 | 2.4447 | 1.1973 | 0.8947 | 1.2031 | 0.6347 |
Largest Winning Trade | 133776 | 133776 | 58061 | 1351173 | 1351173 | 940893 |
Largest Losing Trade | -53868 | -29483 | -53868 | -3697678 | -1027743 | -3697678 |
Avg Bars in Trades | 36 | 17 | 54 | 36 | 17 | 54 |
Avg Bars in Winners | 46 | 19 | 64 | 46 | 19 | 64 |
Avg Bars in Losers | 23 | 16 | 35 | 23 | 16 | 35 |
Bars Traded | 3348 | 836 | 2513 | 3348 | 836 | 2513 |
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 | 472881 | -8775 | -660 | -124393 | -580820 | -3485 |
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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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