Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906194.1425 | 791554.9221 | 114639.2204 | 358016.9131 | 431780.3687 | -73763.4556 |
Total P&L (%) | 906.1941 | 791.5549 | 114.6392 | 358.0169 | 431.7804 | -73.7635 |
Avg Daily Profit (%) | 0.4865 | 0.425 | 0.0615 | 0.0817 | 0.0898 | -0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180354 | -161161 | -90264 | -1695221 | -1184626 | -872743 |
Profit Factor | 2.6325 | 3.5584 | 1.4666 | 1.1018 | 1.2398 | 0.957 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 45.977 | 34.0909 | 58.1395 | 45.977 | 34.0909 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.0932 | 6.8796 | 1.0559 | 1.2947 | 2.3969 | 0.689 |
Largest Winning Trade | 767590 | 767590 | 55009 | 1456183 | 1456183 | 277232 |
Largest Losing Trade | -61043 | -52550 | -61043 | -853533 | -405426 | -853533 |
Avg Bars in Trades | 123 | 104 | 142 | 123 | 104 | 142 |
Avg Bars in Winners | 175 | 174 | 176 | 175 | 174 | 176 |
Avg Bars in Losers | 78 | 68 | 95 | 78 | 68 | 95 |
Bars Traded | 10730 | 4599 | 6131 | 10730 | 4599 | 6131 |
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 | 510307 | 380513 | -108537 | -193679 | -78437 | -579672 |
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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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