Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858345.2676 | 800106.5882 | 58238.6794 | 703783.2205 | 1206456.2604 | -502673.0399 |
Total P&L (%) | 858.3453 | 800.1066 | 58.2387 | 703.7832 | 1206.4563 | -502.673 |
Avg Daily Profit (%) | 0.371 | 0.3458 | 0.0252 | 0.0901 | 0.1111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170124 | -124104 | -186131 | -2378763 | -1259188 | -1602035 |
Profit Factor | 1.99 | 2.9666 | 1.1266 | 1.0805 | 1.2655 | 0.8803 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 40.566 | 35.8491 | 45.283 | 40.566 | 35.8491 | 45.283 |
Ratio Avg Win / Avg Loss | 2.9155 | 5.3087 | 1.3612 | 1.5831 | 2.2647 | 1.0637 |
Largest Winning Trade | 309473 | 309473 | 86183 | 978427 | 978427 | 566770 |
Largest Losing Trade | -51143 | -36277 | -51143 | -627068 | -463225 | -627068 |
Avg Bars in Trades | 83 | 65 | 102 | 83 | 65 | 102 |
Avg Bars in Winners | 129 | 101 | 150 | 129 | 101 | 150 |
Avg Bars in Losers | 53 | 45 | 62 | 53 | 45 | 62 |
Bars Traded | 8896 | 3465 | 5431 | 8896 | 3465 | 5431 |
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 | 356164 | -170608 | -423238 | -206466 | -228770 | -761001 |
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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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