Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938479.5298 | 854273.8723 | 84205.6575 | 446176.6141 | -462707.6719 | 908884.286 |
Total P&L (%) | 938.4795 | 854.2739 | 84.2057 | 446.1766 | -462.7077 | 908.8843 |
Avg Daily Profit (%) | 0.486 | 0.4424 | 0.0436 | 0.088 | 0 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130140 | -133753 | -51946 | -936192 | -969326 | -350378 |
Profit Factor | 2.1426 | 2.7815 | 1.2463 | 1.1092 | 0.8271 | 1.6447 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 16 | 31 | 47 | 16 | 31 |
Losing Trades | 63 | 39 | 24 | 63 | 39 | 24 |
Profitability (%) | 42.7273 | 29.0909 | 56.3636 | 42.7273 | 29.0909 | 56.3636 |
Ratio Avg Win / Avg Loss | 2.872 | 6.7798 | 0.9649 | 1.4868 | 2.0161 | 1.2733 |
Largest Winning Trade | 690257 | 690257 | 41067 | 596446 | 596446 | 318693 |
Largest Losing Trade | -46670 | -27756 | -46670 | -269706 | -269706 | -210557 |
Avg Bars in Trades | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Winners | 50 | 65 | 43 | 50 | 65 | 43 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 3753 | 1998 | 1755 | 3753 | 1998 | 1755 |
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 | 432781 | -176699 | -315804 | -178472 | -770117 | -209919 |
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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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