Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704269.251 | 651097.2336 | 53172.0174 | 11629.5242 | 133074.5369 | -121445.0127 |
Total P&L (%) | 704.2693 | 651.0972 | 53.172 | 11.6295 | 133.0745 | -121.445 |
Avg Daily Profit (%) | 0.3812 | 0.3524 | 0.0288 | 0.006 | 0.0458 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118548 | -160230 | -70543 | -165782 | -107891 | -123759 |
Profit Factor | 2.1022 | 3.14 | 1.1589 | 1.0223 | 1.6719 | 0.6249 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 40.6593 | 33.3333 | 47.8261 | 40.6593 | 33.3333 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.0681 | 6.2799 | 1.2642 | 1.492 | 3.3438 | 0.6817 |
Largest Winning Trade | 586391 | 586391 | 53611 | 159546 | 159546 | 31218 |
Largest Losing Trade | -72791 | -35867 | -72791 | -123759 | -27231 | -123759 |
Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
Avg Bars in Winners | 93 | 108 | 82 | 93 | 108 | 82 |
Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
Bars Traded | 5319 | 2747 | 2572 | 5319 | 2747 | 2572 |
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 | 366984 | 321295 | -202099 | -499351 | -134977 | -581549 |
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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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