Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704181.148 | 452893.9371 | 251287.211 | 3941703.5593 | 1078442.1895 | 2863261.3699 |
Total P&L (%) | 704.1811 | 452.8939 | 251.2872 | 3941.7036 | 1078.4422 | 2863.2614 |
Avg Daily Profit (%) | 0.4016 | 0.2583 | 0.1433 | 0.2112 | 0.1408 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100688 | -82500 | -68553 | -6051256 | -3264367 | -4382120 |
Profit Factor | 2.2876 | 2.5346 | 1.9981 | 1.2845 | 1.1568 | 1.4103 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 50.4951 | 41.1765 | 60 | 50.4951 | 41.1765 | 60 |
Ratio Avg Win / Avg Loss | 2.2428 | 3.6209 | 1.3321 | 1.2593 | 1.6526 | 0.9402 |
Largest Winning Trade | 237442 | 237442 | 70218 | 1881284 | 1646036 | 1881284 |
Largest Losing Trade | -32296 | -22910 | -32296 | -2889594 | -1239335 | -2889594 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 43 | 34 | 50 | 43 | 34 | 50 |
Avg Bars in Losers | 23 | 20 | 29 | 23 | 20 | 29 |
Bars Traded | 3416 | 1325 | 2091 | 3416 | 1325 | 2091 |
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 | 520165 | -170257 | -177805 | 304403 | -234789 | -171685 |
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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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