Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741094.8246 | 703160.2453 | 37934.5793 | 85392.7933 | 778173.0994 | -692780.3061 |
Total P&L (%) | 741.0948 | 703.1602 | 37.9346 | 85.3928 | 778.1731 | -692.7803 |
Avg Daily Profit (%) | 0.3071 | 0.2914 | 0.0157 | 0.0256 | 0.0901 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179482 | -158999 | -113232 | -1827923 | -1206797 | -928052 |
Profit Factor | 2.3339 | 3.6073 | 1.1327 | 1.0269 | 1.5071 | 0.5781 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 44.086 | 42.5532 | 45.6522 | 44.086 | 42.5532 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.96 | 4.8698 | 1.3484 | 1.3024 | 2.0345 | 0.6882 |
Largest Winning Trade | 687254 | 687254 | 65935 | 1757576 | 1757576 | 211532 |
Largest Losing Trade | -48428 | -35573 | -48428 | -535624 | -535624 | -505072 |
Avg Bars in Trades | 74 | 53 | 96 | 74 | 53 | 96 |
Avg Bars in Winners | 118 | 87 | 148 | 118 | 87 | 148 |
Avg Bars in Losers | 40 | 28 | 52 | 40 | 28 | 52 |
Bars Traded | 6963 | 2522 | 4442 | 6963 | 2522 | 4442 |
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 | 408456 | 459999 | -250443 | -351699 | -72636 | -582395 |
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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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