Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867882.6601 | 666533.0723 | 201349.5878 | 3003429.9466 | -289360.132 | 3292790.0786 |
Total P&L (%) | 867.8827 | 666.5331 | 201.3496 | 3003.4299 | -289.3601 | 3292.7901 |
Avg Daily Profit (%) | 0.4682 | 0.3596 | 0.1086 | 0.1855 | 0 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106254 | -81564 | -56626 | -2520336 | -2103017 | -1097336 |
Profit Factor | 2.8285 | 3.2756 | 2.1079 | 1.2697 | 0.9599 | 1.8384 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 51.1364 | 43.1818 | 59.0909 | 51.1364 | 43.1818 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.7028 | 4.31 | 1.4593 | 1.2133 | 1.263 | 1.2727 |
Largest Winning Trade | 513933 | 513933 | 63454 | 2024693 | 2024693 | 1603713 |
Largest Losing Trade | -46601 | -46601 | -26394 | -1169195 | -1169195 | -579766 |
Avg Bars in Trades | 124 | 103 | 145 | 124 | 103 | 145 |
Avg Bars in Winners | 168 | 147 | 184 | 168 | 147 | 184 |
Avg Bars in Losers | 77 | 69 | 88 | 77 | 69 | 88 |
Bars Traded | 10936 | 4545 | 6391 | 10936 | 4545 | 6391 |
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 | 580010 | 470537 | -43842 | 295007 | -581704 | 416484 |
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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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