Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913536.6469 | 796227.1302 | 117309.5167 | 537778.8458 | 109116.1973 | 428662.6484 |
Total P&L (%) | 913.5366 | 796.2271 | 117.3095 | 537.7788 | 109.1162 | 428.6626 |
Avg Daily Profit (%) | 0.4937 | 0.4303 | 0.0634 | 0.1002 | 0.0399 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76670 | -76103 | -58003 | -801887 | -915073 | -351307 |
Profit Factor | 2.7976 | 3.8372 | 1.5155 | 1.1354 | 1.0485 | 1.2493 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 31.3131 | 24 | 38.7755 | 31.3131 | 24 | 38.7755 |
Ratio Avg Win / Avg Loss | 6.1367 | 12.1511 | 2.3929 | 2.4907 | 3.3202 | 1.9725 |
Largest Winning Trade | 818471 | 818471 | 60857 | 600111 | 600111 | 402486 |
Largest Losing Trade | -23576 | -21994 | -23576 | -211730 | -211730 | -143992 |
Avg Bars in Trades | 108 | 101 | 116 | 108 | 101 | 116 |
Avg Bars in Winners | 253 | 268 | 243 | 253 | 268 | 243 |
Avg Bars in Losers | 42 | 48 | 35 | 42 | 48 | 35 |
Bars Traded | 10760 | 5066 | 5694 | 10760 | 5066 | 5694 |
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 | 319828 | -197606 | -110031 | -136237 | -520274 | -76144 |
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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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