Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894724.7559 | 745919.3553 | 148805.4006 | 988705.4091 | -92713.947 | 1081419.356 |
Total P&L (%) | 894.7248 | 745.9194 | 148.8054 | 988.7054 | -92.7139 | 1081.4194 |
Avg Daily Profit (%) | 0.4844 | 0.4039 | 0.0806 | 0.1294 | -0.1417 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108687 | -118460 | -52607 | -2125223 | -1900171 | -582898 |
Profit Factor | 2.3576 | 2.8927 | 1.5617 | 1.1731 | 0.9733 | 1.483 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 35.7724 | 25.8065 | 45.9016 | 35.7724 | 25.8065 | 45.9016 |
Ratio Avg Win / Avg Loss | 4.233 | 8.3165 | 1.8406 | 2.1063 | 2.7982 | 1.7478 |
Largest Winning Trade | 626192 | 626192 | 56873 | 1700143 | 1700143 | 684202 |
Largest Losing Trade | -27661 | -27661 | -21009 | -403030 | -403030 | -295801 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 3581 | 1488 | 2093 | 3581 | 1488 | 2093 |
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 | 361087 | -165137 | -245864 | -53830 | -758441 | -174974 |
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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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