Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960297.8011 | 771512.8735 | 188784.9275 | 4130249.7199 | -721356.9002 | 4851606.6201 |
Total P&L (%) | 960.2978 | 771.5129 | 188.7849 | 4130.2497 | -721.3569 | 4851.6066 |
Avg Daily Profit (%) | 0.3986 | 0.3202 | 0.0784 | 0.1556 | 0 | 0.1621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153841 | -118806 | -62821 | -6510237 | -6643257 | -2187840 |
Profit Factor | 2.5053 | 3.1042 | 1.6959 | 1.194 | 0.9462 | 1.6157 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 35.4545 | 29.0909 | 41.8182 | 35.4545 | 29.0909 | 41.8182 |
Ratio Avg Win / Avg Loss | 4.561 | 7.5664 | 2.3595 | 2.1737 | 2.3063 | 2.2479 |
Largest Winning Trade | 346617 | 346617 | 63559 | 4712787 | 4712787 | 2633322 |
Largest Losing Trade | -35674 | -35674 | -28620 | -1771849 | -1771849 | -1354476 |
Avg Bars in Trades | 85 | 73 | 97 | 85 | 73 | 97 |
Avg Bars in Winners | 166 | 158 | 172 | 166 | 158 | 172 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 9417 | 4043 | 5374 | 9417 | 4043 | 5374 |
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 | 329267 | -177121 | -268352 | -3689 | -770117 | -172464 |
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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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