Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952237.8065 | 699356.0764 | 252881.7301 | 2840975.7371 | 1000900.3848 | 1840075.3523 |
Total P&L (%) | 952.2378 | 699.3561 | 252.8817 | 2840.9757 | 1000.9004 | 1840.0754 |
Avg Daily Profit (%) | 0.6465 | 0.4748 | 0.1717 | 0.2298 | 0.163 | 0.2015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88360 | -135433 | -35788 | -2292142 | -2785269 | -1124144 |
Profit Factor | 2.2014 | 2.5094 | 1.7681 | 1.2377 | 1.1402 | 1.3824 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 60 | 20 | 40 | 60 | 20 | 40 |
Losing Trades | 109 | 65 | 44 | 109 | 65 | 44 |
Profitability (%) | 35.503 | 23.5294 | 47.619 | 35.503 | 23.5294 | 47.619 |
Ratio Avg Win / Avg Loss | 3.9993 | 8.1556 | 1.9449 | 2.2484 | 3.7055 | 1.5207 |
Largest Winning Trade | 452936 | 452936 | 44208 | 2508992 | 2508992 | 834854 |
Largest Losing Trade | -30805 | -17450 | -30805 | -738310 | -679309 | -738310 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 32 | 37 | 29 | 32 | 37 | 29 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 2905 | 1337 | 1568 | 2905 | 1337 | 1568 |
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 | 416446 | -21175 | 351149 | 166750 | -93872 | 315784 |
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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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