Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750716.4563 | 524701.1297 | 226015.3266 | 1695789.8213 | -218739.699 | 1914529.5203 |
Total P&L (%) | 750.7165 | 524.7011 | 226.0153 | 1695.7898 | -218.7397 | 1914.5295 |
Avg Daily Profit (%) | 0.4139 | 0.2893 | 0.1246 | 0.1594 | 0 | 0.1657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57925 | -55247 | -51186 | -1104248 | -1135317 | -916848 |
Profit Factor | 2.9187 | 3.5452 | 2.221 | 1.2338 | 0.9414 | 1.5435 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 40.6593 | 36.9565 | 44.4444 | 40.6593 | 36.9565 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.2597 | 6.0477 | 2.7762 | 1.8006 | 1.6059 | 1.9293 |
Largest Winning Trade | 505724 | 505724 | 71456 | 875185 | 690335 | 875185 |
Largest Losing Trade | -31320 | -30324 | -31320 | -698786 | -521167 | -698786 |
Avg Bars in Trades | 116 | 78 | 154 | 116 | 78 | 154 |
Avg Bars in Winners | 205 | 128 | 271 | 205 | 128 | 271 |
Avg Bars in Losers | 55 | 49 | 61 | 55 | 49 | 61 |
Bars Traded | 10573 | 3602 | 6970 | 10573 | 3602 | 6970 |
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 | 433773 | 379080 | -24531 | 183270 | -582999 | 299982 |
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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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