Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872924.4938 | 763080.3014 | 109844.1924 | 392498.0863 | 467630.6984 | -75132.6121 |
Total P&L (%) | 872.9245 | 763.0803 | 109.8442 | 392.4981 | 467.6307 | -75.1326 |
Avg Daily Profit (%) | 0.4703 | 0.4111 | 0.0592 | 0.0859 | 0.0936 | -0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136607 | -89430 | -57832 | -782512 | -551807 | -436234 |
Profit Factor | 2.7304 | 3.8406 | 1.4658 | 1.1302 | 1.3165 | 0.9511 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 42.5287 | 38.6364 | 46.5116 | 42.5287 | 38.6364 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.6897 | 6.0997 | 1.6856 | 1.5273 | 2.0909 | 1.0938 |
Largest Winning Trade | 785432 | 785432 | 60626 | 785432 | 785432 | 357984 |
Largest Losing Trade | -37908 | -33256 | -37908 | -279987 | -159790 | -279987 |
Avg Bars in Trades | 81 | 59 | 104 | 81 | 59 | 104 |
Avg Bars in Winners | 148 | 103 | 186 | 148 | 103 | 186 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 7105 | 2600 | 4505 | 7105 | 2600 | 4505 |
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 | 463852 | 447347 | -112993 | -157114 | -71079 | -580417 |
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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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