Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901847.7937 | 880092.5252 | 21755.2684 | 363102.5355 | -389587.7345 | 752690.27 |
Total P&L (%) | 901.8478 | 880.0925 | 21.7553 | 363.1025 | -389.5877 | 752.6903 |
Avg Daily Profit (%) | 0.3908 | 0.3814 | 0.0094 | 0.0664 | 0 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183698 | -216461 | -82165 | -3567277 | -4074863 | -484766 |
Profit Factor | 1.9814 | 2.5678 | 1.0608 | 1.0357 | 0.9492 | 1.2999 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 43.9252 | 41.5094 | 46.2963 | 43.9252 | 41.5094 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.5295 | 3.6182 | 1.2306 | 1.3221 | 1.3375 | 1.5079 |
Largest Winning Trade | 280443 | 280443 | 44687 | 2568839 | 2568839 | 397921 |
Largest Losing Trade | -49549 | -49549 | -32247 | -1187087 | -1187087 | -484766 |
Avg Bars in Trades | 75 | 104 | 47 | 75 | 104 | 47 |
Avg Bars in Winners | 98 | 138 | 63 | 98 | 138 | 63 |
Avg Bars in Losers | 57 | 79 | 34 | 57 | 79 | 34 |
Bars Traded | 8099 | 5513 | 2586 | 8099 | 5513 | 2586 |
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 | 408779 | -168873 | -521044 | -287598 | -762468 | -248805 |
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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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