Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990009.9346 | 811358.2437 | 178651.691 | 6410347.6571 | -954.904 | 6411302.5611 |
Total P&L (%) | 990.0099 | 811.3582 | 178.6517 | 6410.3477 | -0.9549 | 6411.3026 |
Avg Daily Profit (%) | 0.421 | 0.345 | 0.076 | 0.1777 | -0.0004 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75972 | -116783 | -90071 | -3483130 | -3405347 | -1175249 |
Profit Factor | 2.4276 | 3.018 | 1.613 | 1.5193 | 0.9999 | 2.8364 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 39.1304 | 34.4828 | 43.8596 | 39.1304 | 34.4828 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.7762 | 5.7342 | 2.0647 | 2.3634 | 1.8998 | 3.6307 |
Largest Winning Trade | 310880 | 310880 | 67722 | 4035137 | 3109114 | 4035137 |
Largest Losing Trade | -36291 | -33515 | -36291 | -1819535 | -1819535 | -630090 |
Avg Bars in Trades | 77 | 86 | 68 | 77 | 86 | 68 |
Avg Bars in Winners | 139 | 161 | 121 | 139 | 161 | 121 |
Avg Bars in Losers | 37 | 47 | 26 | 37 | 47 | 26 |
Bars Traded | 8899 | 5011 | 3888 | 8899 | 5011 | 3888 |
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 | 382695 | -171325 | -270897 | 232605 | -764367 | -169181 |
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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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