Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042786.3177 | 890376.2796 | 152410.0381 | 1655730.482 | 9663.0003 | 1646067.4817 |
Total P&L (%) | 1042.7863 | 890.3763 | 152.41 | 1655.7305 | 9.663 | 1646.0675 |
Avg Daily Profit (%) | 0.432 | 0.3688 | 0.0631 | 0.1188 | 0.0038 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91917 | -74639 | -56568 | -1771335 | -1307968 | -526057 |
Profit Factor | 3.6694 | 4.9152 | 1.9337 | 1.4329 | 1.004 | 2.1746 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 30.7692 | 28.2609 | 33.3333 | 30.7692 | 28.2609 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.2562 | 12.4771 | 3.8675 | 3.224 | 2.5486 | 4.3492 |
Largest Winning Trade | 730922 | 730922 | 65933 | 825562 | 825562 | 821508 |
Largest Losing Trade | -23694 | -22836 | -23694 | -312914 | -312914 | -177686 |
Avg Bars in Trades | 76 | 70 | 82 | 76 | 70 | 82 |
Avg Bars in Winners | 191 | 178 | 201 | 191 | 178 | 201 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 6972 | 3262 | 3711 | 6972 | 3262 | 3711 |
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 | 345736 | 66396 | -111368 | -39254 | -583888 | -36609 |
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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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