Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765846.3555 | 679923.0398 | 85923.3157 | 214958.0916 | -31937.0515 | 246895.1431 |
Total P&L (%) | 765.8464 | 679.923 | 85.9233 | 214.9581 | -31.9371 | 246.8951 |
Avg Daily Profit (%) | 0.4143 | 0.3679 | 0.0465 | 0.0621 | -0.0208 | 0.0673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151721 | -155266 | -43946 | -530882 | -540179 | -185052 |
Profit Factor | 2.1451 | 2.7522 | 1.3061 | 1.0915 | 0.9772 | 1.2591 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 40.404 | 28 | 53.0612 | 40.404 | 28 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.1641 | 7.077 | 1.1554 | 1.6099 | 2.5127 | 1.1138 |
Largest Winning Trade | 666313 | 666313 | 64177 | 438904 | 438904 | 248349 |
Largest Losing Trade | -30075 | -21364 | -30075 | -123179 | -100539 | -123179 |
Avg Bars in Trades | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Winners | 95 | 108 | 88 | 95 | 108 | 88 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 5374 | 2436 | 2938 | 5374 | 2436 | 2938 |
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 | 377350 | -182201 | -130209 | -232306 | -774925 | -102720 |
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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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