Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036204.839 | 929187.7726 | 107017.0663 | 440036.3676 | -50496.8158 | 490533.1834 |
Total P&L (%) | 1036.2048 | 929.1878 | 107.0171 | 440.0364 | -50.4968 | 490.5332 |
Avg Daily Profit (%) | 0.4379 | 0.3926 | 0.0452 | 0.0713 | -0.0297 | 0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115633 | -99042 | -139896 | -571355 | -524230 | -237677 |
Profit Factor | 2.5711 | 3.9186 | 1.3137 | 1.1977 | 0.9593 | 1.4981 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 47.7778 | 42.2222 | 53.3333 | 47.7778 | 42.2222 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.8102 | 5.3623 | 1.1494 | 1.3091 | 1.3127 | 1.3108 |
Largest Winning Trade | 809772 | 809772 | 66711 | 444737 | 219860 | 444737 |
Largest Losing Trade | -62711 | -29521 | -62711 | -237677 | -179900 | -237677 |
Avg Bars in Trades | 153 | 131 | 175 | 153 | 131 | 175 |
Avg Bars in Winners | 231 | 200 | 255 | 231 | 200 | 255 |
Avg Bars in Losers | 82 | 80 | 83 | 82 | 80 | 83 |
Bars Traded | 13808 | 5910 | 7898 | 13808 | 5910 | 7898 |
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 | 516565 | 494190 | -131844 | -101402 | -582070 | -90920 |
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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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