Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784795.4153 | 680538.1184 | 104257.2969 | 909141.9628 | 122611.337 | 786530.6258 |
Total P&L (%) | 784.7954 | 680.5381 | 104.2573 | 909.142 | 122.6113 | 786.5306 |
Avg Daily Profit (%) | 0.4181 | 0.3625 | 0.0555 | 0.1232 | 0.0426 | 0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87687 | -79202 | -53509 | -784980 | -753746 | -283225 |
Profit Factor | 2.4878 | 3.2068 | 1.4758 | 1.2324 | 1.0515 | 1.5139 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 35.8491 | 26.4151 | 45.283 | 35.8491 | 26.4151 | 45.283 |
Ratio Avg Win / Avg Loss | 4.4519 | 8.9334 | 1.7833 | 2.2053 | 2.9291 | 1.8292 |
Largest Winning Trade | 593717 | 593717 | 60044 | 799842 | 799842 | 372264 |
Largest Losing Trade | -26612 | -24388 | -26612 | -246072 | -246072 | -220463 |
Avg Bars in Trades | 102 | 93 | 112 | 102 | 93 | 112 |
Avg Bars in Winners | 190 | 200 | 184 | 190 | 200 | 184 |
Avg Bars in Losers | 54 | 55 | 52 | 54 | 55 | 52 |
Bars Traded | 10910 | 4959 | 5951 | 10910 | 4959 | 5951 |
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 | 339193 | -188354 | -298373 | -32531 | -502662 | -216692 |
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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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