Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711739.6138 | 543227.88 | 168511.7338 | 713975.0299 | 186271.5549 | 527703.475 |
Total P&L (%) | 711.7396 | 543.2279 | 168.5117 | 713.975 | 186.2716 | 527.7035 |
Avg Daily Profit (%) | 0.4087 | 0.312 | 0.0968 | 0.1205 | 0.0604 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97377 | -156135 | -35824 | -722960 | -597685 | -429686 |
Profit Factor | 2.0332 | 2.31 | 1.6146 | 1.1896 | 1.0904 | 1.3093 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 38.3838 | 30 | 46.9388 | 38.3838 | 30 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.2638 | 5.3901 | 1.8252 | 1.9096 | 2.5443 | 1.48 |
Largest Winning Trade | 368769 | 368769 | 64533 | 588268 | 588268 | 289410 |
Largest Losing Trade | -31909 | -31789 | -31909 | -429686 | -217479 | -429686 |
Avg Bars in Trades | 207 | 188 | 226 | 207 | 188 | 226 |
Avg Bars in Winners | 346 | 363 | 334 | 346 | 363 | 334 |
Avg Bars in Losers | 120 | 113 | 130 | 120 | 113 | 130 |
Bars Traded | 20509 | 9417 | 11092 | 20509 | 9417 | 11092 |
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 | 339565 | -174717 | -61814 | -46894 | -420312 | -52618 |
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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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