Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750312.5106 | 618319.4579 | 131993.0526 | 483447.2012 | -60016.9332 | 543464.1344 |
Total P&L (%) | 750.3125 | 618.3195 | 131.9931 | 483.4472 | -60.0169 | 543.4641 |
Avg Daily Profit (%) | 0.3887 | 0.3203 | 0.0684 | 0.0914 | -0.0475 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97606 | -85695 | -98066 | -434771 | -410503 | -216973 |
Profit Factor | 2.3931 | 3.3484 | 1.4795 | 1.2367 | 0.9439 | 1.5585 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.2821 | 48.7179 | 53.8462 | 51.2821 | 48.7179 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.2735 | 3.5246 | 1.2681 | 1.1749 | 0.9936 | 1.3359 |
Largest Winning Trade | 513484 | 513484 | 52969 | 265034 | 265034 | 254633 |
Largest Losing Trade | -71973 | -49112 | -71973 | -187649 | -151752 | -187649 |
Avg Bars in Trades | 93 | 64 | 121 | 93 | 64 | 121 |
Avg Bars in Winners | 141 | 91 | 185 | 141 | 91 | 185 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 7264 | 2516 | 4748 | 7264 | 2516 | 4748 |
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 | -24402 | 539650 | -99943 | -109845 | -581255 | -61563 |
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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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