Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782940.5229 | 947890.4825 | -164949.9596 | -98518.2926 | -60677.5705 | -37840.7222 |
Total P&L (%) | 782.9405 | 947.8905 | -164.95 | -98.5183 | -60.6776 | -37.8407 |
Avg Daily Profit (%) | 0.3283 | 0.3975 | -0.0692 | -0.1765 | -0.0391 | -0.0199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337248 | -225287 | -201827 | -256905 | -205093 | -65860 |
Profit Factor | 1.6993 | 2.3462 | 0.603 | 0.7816 | 0.8248 | 0.6389 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 39.0476 | 38.4615 | 39.6226 | 39.0476 | 38.4615 | 39.6226 |
Ratio Avg Win / Avg Loss | 2.6525 | 3.7539 | 0.9189 | 1.2201 | 1.3197 | 0.9736 |
Largest Winning Trade | 995040 | 995040 | 33671 | 176792 | 176792 | 16208 |
Largest Losing Trade | -62373 | -62373 | -43416 | -100054 | -100054 | -20281 |
Avg Bars in Trades | 43 | 63 | 23 | 43 | 63 | 23 |
Avg Bars in Winners | 60 | 92 | 30 | 60 | 92 | 30 |
Avg Bars in Losers | 32 | 45 | 19 | 32 | 45 | 19 |
Bars Traded | 4556 | 3292 | 1264 | 4556 | 3292 | 1264 |
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 | 301487 | -170348 | -764591 | -583091 | -763653 | -764591 |
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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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