Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622067.1772 | 543400.8945 | 78666.2827 | 580388.2928 | 1004751.3843 | -424363.0915 |
Total P&L (%) | 622.0672 | 543.4009 | 78.6663 | 580.3883 | 1004.7514 | -424.3631 |
Avg Daily Profit (%) | 0.3148 | 0.275 | 0.0398 | 0.0971 | 0.1216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199198 | -158887 | -78634 | -4595405 | -3628778 | -1977035 |
Profit Factor | 1.931 | 2.6141 | 1.2373 | 1.0531 | 1.1736 | 0.9174 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 39.0805 | 36.3636 | 41.8605 | 39.0805 | 36.3636 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.01 | 4.5747 | 1.7184 | 1.6416 | 2.0538 | 1.2741 |
Largest Winning Trade | 189824 | 189824 | 65850 | 1947814 | 1799026 | 1947814 |
Largest Losing Trade | -54460 | -54460 | -42431 | -2671685 | -2671685 | -1377469 |
Avg Bars in Trades | 132 | 120 | 145 | 132 | 120 | 145 |
Avg Bars in Winners | 232 | 219 | 243 | 232 | 219 | 243 |
Avg Bars in Losers | 69 | 63 | 75 | 69 | 63 | 75 |
Bars Traded | 11559 | 5293 | 6266 | 11559 | 5293 | 6266 |
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 | 312187 | 303104 | -142027 | -227930 | -63925 | -582225 |
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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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