Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627020.5982 | 523299.6162 | 103720.982 | 314554.6544 | 207410.5781 | 107144.0763 |
Total P&L (%) | 627.0206 | 523.2996 | 103.721 | 314.5547 | 207.4106 | 107.1441 |
Avg Daily Profit (%) | 0.3918 | 0.327 | 0.0648 | 0.0889 | 0.0702 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162883 | -111386 | -89217 | -1273648 | -1228935 | -441863 |
Profit Factor | 2.0022 | 2.4511 | 1.3914 | 1.084 | 1.0925 | 1.0712 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 36.5591 | 27.6596 | 45.6522 | 36.5591 | 27.6596 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.4745 | 6.4105 | 1.6564 | 1.881 | 2.8574 | 1.2753 |
Largest Winning Trade | 308651 | 308651 | 66231 | 1043705 | 1043705 | 394863 |
Largest Losing Trade | -40972 | -40972 | -39057 | -302975 | -302975 | -213302 |
Avg Bars in Trades | 100 | 87 | 114 | 100 | 87 | 114 |
Avg Bars in Winners | 187 | 196 | 182 | 187 | 196 | 182 |
Avg Bars in Losers | 50 | 45 | 57 | 50 | 45 | 57 |
Bars Traded | 9356 | 4106 | 5250 | 9356 | 4106 | 5250 |
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 | 306107 | -4217 | -106244 | -206284 | -234848 | -275895 |
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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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