Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844066.0705 | 736569.8401 | 107496.2304 | 372781.6524 | -347984.0375 | 720765.6899 |
Total P&L (%) | 844.0661 | 736.5698 | 107.4962 | 372.7817 | -347.984 | 720.7657 |
Avg Daily Profit (%) | 0.3479 | 0.3036 | 0.0443 | 0.064 | 0 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260237 | -171241 | -101240 | -7662311 | -5360850 | -2354424 |
Profit Factor | 2.2272 | 2.6534 | 1.4436 | 1.0292 | 0.9606 | 1.1827 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 45.5446 | 38 | 52.9412 | 45.5446 | 38 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.663 | 4.3292 | 1.2832 | 1.2305 | 1.5673 | 1.0513 |
Largest Winning Trade | 476331 | 476331 | 54777 | 3338607 | 3338607 | 2811760 |
Largest Losing Trade | -33426 | -33426 | -31331 | -2655672 | -2655672 | -1596359 |
Avg Bars in Trades | 93 | 132 | 54 | 93 | 132 | 54 |
Avg Bars in Winners | 116 | 188 | 65 | 116 | 188 | 65 |
Avg Bars in Losers | 74 | 98 | 42 | 74 | 98 | 42 |
Bars Traded | 9429 | 6636 | 2793 | 9429 | 6636 | 2793 |
Profit Streak | 7.063 | 0 | 55.563 | 7.063 | 0 | 55.563 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459351 | -170738 | -311888 | -296648 | -762722 | -275375 |
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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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