Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728978.4991 | 570779.9813 | 158198.5178 | 1281421.6037 | -109100.5211 | 1390522.1248 |
Total P&L (%) | 728.9785 | 570.78 | 158.1985 | 1281.4216 | -109.1005 | 1390.5221 |
Avg Daily Profit (%) | 0.3776 | 0.2957 | 0.0819 | 0.1361 | 0 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96802 | -83964 | -76522 | -2131364 | -1506428 | -1203824 |
Profit Factor | 2.2035 | 2.8469 | 1.5333 | 1.1441 | 0.9789 | 1.3737 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 52.5773 | 42.8571 | 62.5 | 52.5773 | 42.8571 | 62.5 |
Ratio Avg Win / Avg Loss | 1.9875 | 3.7958 | 0.92 | 1.0319 | 1.3052 | 0.8242 |
Largest Winning Trade | 336603 | 336603 | 41944 | 948412 | 948412 | 515991 |
Largest Losing Trade | -59036 | -45791 | -59036 | -941880 | -657487 | -941880 |
Avg Bars in Trades | 76 | 90 | 61 | 76 | 90 | 61 |
Avg Bars in Winners | 61 | 61 | 62 | 61 | 61 | 62 |
Avg Bars in Losers | 92 | 112 | 61 | 92 | 112 | 61 |
Bars Traded | 7416 | 4449 | 2967 | 7416 | 4449 | 2967 |
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 | 516285 | 417902 | -81991 | -72334 | -581792 | -5083 |
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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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