Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815502.345 | 714118.9993 | 101383.3457 | 637550.6377 | 1480128.2614 | -842577.6238 |
Total P&L (%) | 815.5023 | 714.119 | 101.3833 | 637.5506 | 1480.1283 | -842.5776 |
Avg Daily Profit (%) | 0.3385 | 0.2964 | 0.0421 | 0.083 | 0.1146 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136424 | -89740 | -146316 | -1583043 | -479499 | -1670156 |
Profit Factor | 2.1674 | 2.9517 | 1.3048 | 1.1401 | 1.7834 | 0.6833 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 40.404 | 36.7347 | 44 | 40.404 | 36.7347 | 44 |
Ratio Avg Win / Avg Loss | 3.1969 | 5.0834 | 1.6606 | 1.6817 | 3.0714 | 0.8697 |
Largest Winning Trade | 328877 | 328877 | 60200 | 1244294 | 1244294 | 440185 |
Largest Losing Trade | -67173 | -40910 | -67173 | -1176047 | -175098 | -1176047 |
Avg Bars in Trades | 94 | 109 | 78 | 94 | 109 | 78 |
Avg Bars in Winners | 140 | 159 | 125 | 140 | 159 | 125 |
Avg Bars in Losers | 62 | 81 | 41 | 62 | 81 | 41 |
Bars Traded | 9311 | 5382 | 3929 | 9311 | 5382 | 3929 |
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 | 355557 | 339697 | -317862 | -150518 | -41232 | -763166 |
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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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