Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891897.9056 | 779948.317 | 111949.5886 | 852399.5438 | 301815.9358 | 550583.608 |
Total P&L (%) | 891.8979 | 779.9483 | 111.9496 | 852.3995 | 301.8159 | 550.5836 |
Avg Daily Profit (%) | 0.3702 | 0.3237 | 0.0465 | 0.0936 | 0.0577 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95622 | -42762 | -111433 | -906487 | -673595 | -563714 |
Profit Factor | 2.6059 | 4.019 | 1.3769 | 1.1877 | 1.1444 | 1.2247 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 43.9655 | 37.931 | 50 | 43.9655 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 3.3213 | 6.5766 | 1.3769 | 1.5138 | 1.8727 | 1.2247 |
Largest Winning Trade | 613312 | 613312 | 68140 | 809335 | 809335 | 471343 |
Largest Losing Trade | -42912 | -28708 | -42912 | -403935 | -226614 | -403935 |
Avg Bars in Trades | 80 | 60 | 101 | 80 | 60 | 101 |
Avg Bars in Winners | 144 | 121 | 162 | 144 | 121 | 162 |
Avg Bars in Losers | 30 | 23 | 40 | 30 | 23 | 40 |
Bars Traded | 9367 | 3505 | 5862 | 9367 | 3505 | 5862 |
Profit Streak | 0 | 0 | 13.5991 | 0 | 0 | 13.5991 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447235 | -168855 | -309750 | -82535 | -361382 | -268540 |
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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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