Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979559.7211 | 918824.7105 | 60735.0106 | 1976488.4882 | 2535156.4676 | -558667.9793 |
Total P&L (%) | 979.5597 | 918.8247 | 60.735 | 1976.4885 | 2535.1565 | -558.668 |
Avg Daily Profit (%) | 0.4231 | 0.3969 | 0.0262 | 0.1311 | 0.1414 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101740 | -70515 | -103892 | -6997914 | -3409759 | -5361676 |
Profit Factor | 2.0133 | 2.9618 | 1.1219 | 1.0706 | 1.187 | 0.9613 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Profitability (%) | 32.1608 | 35 | 29.2929 | 32.1608 | 35 | 29.2929 |
Ratio Avg Win / Avg Loss | 4.2468 | 5.5006 | 2.708 | 2.2584 | 2.2044 | 2.3203 |
Largest Winning Trade | 460145 | 460145 | 82792 | 2378583 | 2328198 | 2378583 |
Largest Losing Trade | -29343 | -29343 | -24586 | -1377094 | -1377094 | -1104164 |
Avg Bars in Trades | 43 | 28 | 57 | 43 | 28 | 57 |
Avg Bars in Winners | 98 | 56 | 150 | 98 | 56 | 150 |
Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
Bars Traded | 8576 | 2869 | 5707 | 8576 | 2869 | 5707 |
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 | 283506 | 343221 | -254984 | -165171 | -23379 | -589184 |
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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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