Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919507.5385 | 833332.8095 | 86174.7291 | 206851.6107 | 296222.7526 | -89371.1419 |
Total P&L (%) | 919.5075 | 833.3328 | 86.1747 | 206.8516 | 296.2228 | -89.3711 |
Avg Daily Profit (%) | 0.498 | 0.4513 | 0.0467 | 0.0607 | 0.0746 | -0.1213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168436 | -157228 | -59567 | -1875473 | -1589713 | -613894 |
Profit Factor | 2.2776 | 3.0016 | 1.2841 | 1.052 | 1.1185 | 0.9396 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.1887 | 6.0031 | 1.2841 | 1.4728 | 2.237 | 0.9396 |
Largest Winning Trade | 764434 | 764434 | 44544 | 1719436 | 1719436 | 163562 |
Largest Losing Trade | -59567 | -48361 | -59567 | -965186 | -965186 | -613894 |
Avg Bars in Trades | 99 | 94 | 103 | 99 | 94 | 103 |
Avg Bars in Winners | 153 | 168 | 143 | 153 | 168 | 143 |
Avg Bars in Losers | 60 | 57 | 63 | 60 | 57 | 63 |
Bars Traded | 10700 | 5108 | 5592 | 10700 | 5108 | 5592 |
Profit Streak | 0 | 29.2779 | 0 | 0 | 29.2779 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430824 | -170355 | -310643 | -278120 | -368709 | -760833 |
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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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