Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842361.1896 | 607572.0881 | 234789.1015 | 3160933.9972 | 1165194.3903 | 1995739.607 |
Total P&L (%) | 842.3612 | 607.5721 | 234.7891 | 3160.934 | 1165.1944 | 1995.7396 |
Avg Daily Profit (%) | 0.5681 | 0.4098 | 0.1583 | 0.2353 | 0.1713 | 0.2054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98633 | -95318 | -54172 | -3295895 | -3055196 | -1973835 |
Profit Factor | 2.3896 | 2.8097 | 1.8682 | 1.2272 | 1.1443 | 1.342 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 35 | 11 | 24 | 35 | 11 | 24 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 33.3333 | 21.1538 | 45.283 | 33.3333 | 21.1538 | 45.283 |
Ratio Avg Win / Avg Loss | 4.7793 | 10.4723 | 2.2574 | 2.4545 | 4.2651 | 1.6216 |
Largest Winning Trade | 287484 | 287484 | 65580 | 2786245 | 2786245 | 1321100 |
Largest Losing Trade | -39334 | -21909 | -39334 | -1666457 | -735593 | -1666457 |
Avg Bars in Trades | 55 | 44 | 66 | 55 | 44 | 66 |
Avg Bars in Winners | 102 | 103 | 102 | 102 | 103 | 102 |
Avg Bars in Losers | 31 | 28 | 36 | 31 | 28 | 36 |
Bars Traded | 5814 | 2294 | 3520 | 5814 | 2294 | 3520 |
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 | 343221 | -211906 | -171078 | 103947 | -280007 | -172354 |
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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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