Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701751.5645 | 499783.4696 | 201968.0949 | 1607502.2806 | 663927.2665 | 943575.0141 |
Total P&L (%) | 701.7516 | 499.7835 | 201.9681 | 1607.5023 | 663.9273 | 943.575 |
Avg Daily Profit (%) | 0.4753 | 0.3385 | 0.1368 | 0.1924 | 0.1378 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80716 | -92516 | -40598 | -2413183 | -1329211 | -1307825 |
Profit Factor | 2.4972 | 2.8161 | 2.0437 | 1.2372 | 1.1812 | 1.3029 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 32.9412 | 25.5814 | 40.4762 | 32.9412 | 25.5814 | 40.4762 |
Ratio Avg Win / Avg Loss | 5.0836 | 8.1923 | 3.0054 | 2.5185 | 3.4363 | 1.9161 |
Largest Winning Trade | 353415 | 353415 | 74953 | 1476307 | 1345967 | 1476307 |
Largest Losing Trade | -27653 | -27653 | -21309 | -380242 | -380242 | -368292 |
Avg Bars in Trades | 100 | 63 | 138 | 100 | 63 | 138 |
Avg Bars in Winners | 240 | 157 | 294 | 240 | 157 | 294 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 8535 | 2738 | 5797 | 8535 | 2738 | 5797 |
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 | 314762 | -13021 | -10198 | 85557 | -55915 | 188624 |
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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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