Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102060.3423 | 939243.4349 | 162816.9074 | 991033.7063 | -856018.9708 | 1847052.6771 |
Total P&L (%) | 1102.0603 | 939.2434 | 162.8169 | 991.0337 | -856.019 | 1847.0527 |
Avg Daily Profit (%) | 0.4674 | 0.3984 | 0.0691 | 0.1014 | 0 | 0.126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110459 | -78547 | -129968 | -1515382 | -1899063 | -477541 |
Profit Factor | 2.8703 | 4.0014 | 1.5893 | 1.2154 | 0.7326 | 2.3193 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 47.2222 | 38.8889 | 55.5556 | 47.2222 | 38.8889 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.208 | 6.2879 | 1.2714 | 1.3584 | 1.1513 | 1.8555 |
Largest Winning Trade | 834095 | 834095 | 62712 | 819725 | 712942 | 819725 |
Largest Losing Trade | -68129 | -29375 | -68129 | -717062 | -717062 | -203592 |
Avg Bars in Trades | 85 | 70 | 101 | 85 | 70 | 101 |
Avg Bars in Winners | 129 | 108 | 144 | 129 | 108 | 144 |
Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
Bars Traded | 9267 | 3795 | 5471 | 9267 | 3795 | 5471 |
Profit Streak | 0 | 0 | 16.3294 | 0 | 0 | 16.3294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540364 | -167580 | -277639 | -58406 | -763487 | -198732 |
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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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