Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592036.0337 | 1479157.0041 | 112879.0296 | 555908.8578 | -498113.4929 | 1054022.3507 |
Total P&L (%) | 1592.036 | 1479.157 | 112.879 | 555.9089 | -498.1135 | 1054.0224 |
Avg Daily Profit (%) | 0.6754 | 0.6275 | 0.0479 | 0.0798 | 0 | 0.1038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148050 | -96259 | -160002 | -1536533 | -1150819 | -694963 |
Profit Factor | 3.1861 | 4.9633 | 1.3179 | 1.1466 | 0.7732 | 1.6599 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 37.7551 | 28.5714 | 46.9388 | 37.7551 | 28.5714 | 46.9388 |
Ratio Avg Win / Avg Loss | 5.2528 | 12.4083 | 1.4898 | 1.8903 | 1.9329 | 1.8764 |
Largest Winning Trade | 1407670 | 1407670 | 64508 | 859717 | 434122 | 859717 |
Largest Losing Trade | -59520 | -26566 | -59520 | -619347 | -364856 | -619347 |
Avg Bars in Trades | 93 | 79 | 108 | 93 | 79 | 108 |
Avg Bars in Winners | 174 | 165 | 179 | 174 | 165 | 179 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 9204 | 3872 | 5332 | 9204 | 3872 | 5332 |
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 | 492810 | 187344 | -129859 | -148664 | -592255 | -51923 |
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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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