Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916665.6549 | 761887.7106 | 154777.9443 | 1290465.9153 | -822481.8988 | 2112947.814 |
Total P&L (%) | 916.6657 | 761.8877 | 154.7779 | 1290.4659 | -822.4819 | 2112.9478 |
Avg Daily Profit (%) | 0.3891 | 0.3234 | 0.0657 | 0.1118 | 0 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118042 | -106674 | -109387 | -1919805 | -1813686 | -763321 |
Profit Factor | 2.2008 | 2.7943 | 1.4569 | 1.1778 | 0.8283 | 1.8562 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 16 | 30 | 46 | 16 | 30 |
Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
Profitability (%) | 43.8095 | 30.1887 | 57.6923 | 43.8095 | 30.1887 | 57.6923 |
Ratio Avg Win / Avg Loss | 2.8227 | 6.4618 | 1.0684 | 1.5107 | 1.9154 | 1.3612 |
Largest Winning Trade | 502004 | 502004 | 61779 | 912772 | 912772 | 871768 |
Largest Losing Trade | -38471 | -29374 | -38471 | -505506 | -480196 | -505506 |
Avg Bars in Trades | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Winners | 71 | 77 | 68 | 71 | 77 | 68 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4638 | 2047 | 2591 | 4638 | 2047 | 2591 |
Profit Streak | 0 | 0 | 139.1945 | 0 | 0 | 139.1945 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421681 | -173612 | -282267 | -69302 | -766037 | -192696 |
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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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