Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913403.9478 | 708025.8701 | 205378.0777 | 1410278.784 | -993053.7429 | 2403332.5269 |
Total P&L (%) | 913.4039 | 708.0259 | 205.3781 | 1410.2788 | -993.0537 | 2403.3325 |
Avg Daily Profit (%) | 0.6201 | 0.4807 | 0.1394 | 0.1845 | 0 | 0.2189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127298 | -147244 | -43399 | -4172534 | -3878844 | -1331725 |
Profit Factor | 2.383 | 2.6551 | 1.8828 | 1.087 | 0.9057 | 1.4229 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 42.8571 | 32.6531 | 53.0612 | 42.8571 | 32.6531 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.1774 | 5.4761 | 1.6656 | 1.4493 | 1.8681 | 1.2587 |
Largest Winning Trade | 498801 | 498801 | 59906 | 2953807 | 2953807 | 1251739 |
Largest Losing Trade | -39742 | -39742 | -30295 | -1094888 | -1094888 | -867211 |
Avg Bars in Trades | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Winners | 40 | 44 | 39 | 40 | 44 | 39 |
Avg Bars in Losers | 19 | 23 | 14 | 19 | 23 | 14 |
Bars Traded | 2823 | 1470 | 1353 | 2823 | 1470 | 1353 |
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 | 501437 | 318644 | -2557 | -119202 | -584649 | 352972 |
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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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