Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849377.8889 | 702854.2344 | 146523.6545 | 832564.9006 | -614130.8088 | 1446695.7094 |
Total P&L (%) | 849.3779 | 702.8542 | 146.5237 | 832.5649 | -614.1308 | 1446.6957 |
Avg Daily Profit (%) | 0.4589 | 0.3798 | 0.0792 | 0.1207 | 0 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105870 | -115063 | -47215 | -1164337 | -1283196 | -595167 |
Profit Factor | 2.426 | 3.0156 | 1.5934 | 1.1356 | 0.8341 | 1.5934 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 34.5455 | 23.6364 | 45.4545 | 34.5455 | 23.6364 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.5966 | 9.7427 | 1.9121 | 2.1517 | 2.6947 | 1.912 |
Largest Winning Trade | 680865 | 680865 | 46025 | 702970 | 702970 | 509242 |
Largest Losing Trade | -22572 | -22572 | -20443 | -345799 | -207396 | -345799 |
Avg Bars in Trades | 99 | 84 | 113 | 99 | 84 | 113 |
Avg Bars in Winners | 195 | 213 | 185 | 195 | 213 | 185 |
Avg Bars in Losers | 48 | 44 | 54 | 48 | 44 | 54 |
Bars Traded | 10921 | 4660 | 6261 | 10921 | 4660 | 6261 |
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 | 329590 | -200823 | -266086 | -107413 | -794158 | -173783 |
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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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