Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769423.3278 | 697807.4949 | 71615.8329 | 245944.0843 | -145640.1983 | 391584.2826 |
Total P&L (%) | 769.4233 | 697.8075 | 71.6158 | 245.9441 | -145.6402 | 391.5843 |
Avg Daily Profit (%) | 0.4139 | 0.3754 | 0.0385 | 0.0668 | 0 | 0.0857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169101 | -138178 | -95679 | -498719 | -421203 | -251062 |
Profit Factor | 2.1258 | 3.0736 | 1.2064 | 1.128 | 0.8624 | 1.4536 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 37.5 | 27.0833 | 47.9167 | 37.5 | 27.0833 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.5429 | 8.2751 | 1.3113 | 1.88 | 2.3217 | 1.58 |
Largest Winning Trade | 608478 | 608478 | 64916 | 317491 | 317491 | 234005 |
Largest Losing Trade | -36516 | -36516 | -35650 | -197530 | -137703 | -197530 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 65 | 66 | 65 | 65 | 66 | 65 |
Avg Bars in Losers | 20 | 18 | 24 | 20 | 18 | 24 |
Bars Traded | 3628 | 1514 | 2114 | 3628 | 1514 | 2114 |
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 | 334926 | -5413 | -142650 | -186971 | -598822 | -77128 |
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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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