Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619369.7907 | 487743.0715 | 131626.7192 | 540643.7241 | 917753.7455 | -377110.0214 |
Total P&L (%) | 619.3698 | 487.7431 | 131.6267 | 540.6437 | 917.7537 | -377.11 |
Avg Daily Profit (%) | 0.3258 | 0.2565 | 0.0692 | 0.0977 | 0.1221 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139132 | -156386 | -68712 | -2641825 | -2330274 | -902651 |
Profit Factor | 1.8737 | 2.2662 | 1.4067 | 1.0787 | 1.2403 | 0.8763 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 39.7849 | 36.1702 | 43.4783 | 39.7849 | 36.1702 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.8359 | 3.9992 | 1.8286 | 1.6327 | 2.1888 | 1.1392 |
Largest Winning Trade | 252667 | 252667 | 54948 | 2138199 | 2138199 | 656381 |
Largest Losing Trade | -48268 | -33351 | -48268 | -646649 | -646649 | -524887 |
Avg Bars in Trades | 119 | 107 | 131 | 119 | 107 | 131 |
Avg Bars in Winners | 203 | 192 | 212 | 203 | 192 | 212 |
Avg Bars in Losers | 63 | 59 | 68 | 63 | 59 | 68 |
Bars Traded | 11102 | 5069 | 6033 | 11102 | 5069 | 6033 |
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 | 322005 | 256356 | -101116 | -198628 | -34051 | -581573 |
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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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