Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866629.5183 | 778027.839 | 88601.6794 | 313170.366 | 1567279.8734 | -1254109.5075 |
Total P&L (%) | 866.6295 | 778.0278 | 88.6017 | 313.1704 | 1567.2799 | -1254.1095 |
Avg Daily Profit (%) | 0.359 | 0.3223 | 0.0367 | 0.0588 | 0.1166 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210426 | -119781 | -115253 | -2403915 | -1203372 | -1904715 |
Profit Factor | 1.9849 | 2.5103 | 1.2429 | 1.0567 | 1.599 | 0.5688 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 40.5941 | 39.2157 | 42 | 40.5941 | 39.2157 | 42 |
Ratio Avg Win / Avg Loss | 2.9048 | 3.891 | 1.7164 | 1.5464 | 2.4784 | 0.7855 |
Largest Winning Trade | 412914 | 412914 | 53126 | 1484401 | 1484401 | 430678 |
Largest Losing Trade | -51556 | -51556 | -41395 | -1069389 | -434423 | -1069389 |
Avg Bars in Trades | 69 | 78 | 59 | 69 | 78 | 59 |
Avg Bars in Winners | 96 | 106 | 86 | 96 | 106 | 86 |
Avg Bars in Losers | 50 | 60 | 39 | 50 | 60 | 39 |
Bars Traded | 6969 | 4010 | 2959 | 6969 | 4010 | 2959 |
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 | 352040 | -170381 | -326189 | -274879 | -218111 | -763944 |
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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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