Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801218.687 | 698202.4112 | 103016.2757 | 742817.0005 | -246673.4921 | 989490.4926 |
Total P&L (%) | 801.2187 | 698.2024 | 103.0163 | 742.817 | -246.6735 | 989.4905 |
Avg Daily Profit (%) | 0.4134 | 0.3603 | 0.0532 | 0.11 | 0 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118683 | -95263 | -69961 | -1326264 | -946387 | -968644 |
Profit Factor | 2.1039 | 2.9089 | 1.2861 | 1.1336 | 0.9149 | 1.3718 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 38.0952 | 26.4151 | 50 | 38.0952 | 26.4151 | 50 |
Ratio Avg Win / Avg Loss | 3.4189 | 8.1034 | 1.2861 | 1.8421 | 2.5487 | 1.3718 |
Largest Winning Trade | 460557 | 460557 | 44830 | 669684 | 669684 | 490621 |
Largest Losing Trade | -42115 | -21114 | -42115 | -656683 | -265783 | -656683 |
Avg Bars in Trades | 216 | 187 | 247 | 216 | 187 | 247 |
Avg Bars in Winners | 392 | 395 | 390 | 392 | 395 | 390 |
Avg Bars in Losers | 108 | 112 | 103 | 108 | 112 | 103 |
Bars Traded | 22766 | 9917 | 12849 | 22766 | 9917 | 12849 |
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 | 342440 | -188949 | -301990 | -122488 | -781911 | -207514 |
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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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