Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633118.8443 | 480199.511 | 152919.3334 | 474929.5211 | 157315.5851 | 317613.936 |
Total P&L (%) | 633.1188 | 480.1995 | 152.9193 | 474.9295 | 157.3156 | 317.6139 |
Avg Daily Profit (%) | 0.4298 | 0.326 | 0.1038 | 0.1188 | 0.0642 | 0.0971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144026 | -98214 | -69716 | -2533631 | -2034692 | -1075470 |
Profit Factor | 2.1046 | 2.3555 | 1.6986 | 1.0618 | 1.036 | 1.0961 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 35.6436 | 23.5294 | 48 | 35.6436 | 23.5294 | 48 |
Ratio Avg Win / Avg Loss | 3.8 | 7.6554 | 1.8401 | 1.9172 | 3.3669 | 1.1874 |
Largest Winning Trade | 389617 | 389617 | 74579 | 1670713 | 1670713 | 847369 |
Largest Losing Trade | -27653 | -27653 | -20026 | -521575 | -411201 | -521575 |
Avg Bars in Trades | 28 | 19 | 36 | 28 | 19 | 36 |
Avg Bars in Winners | 60 | 47 | 66 | 60 | 47 | 66 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 2846 | 1012 | 1834 | 2846 | 1012 | 1834 |
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 | 322836 | -203167 | -232000 | -190825 | -503444 | -359021 |
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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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