Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689200.9127 | 526904.2145 | 162296.6982 | 453033.0902 | -352749.8996 | 805782.9898 |
Total P&L (%) | 689.2009 | 526.9042 | 162.2967 | 453.0331 | -352.7499 | 805.783 |
Avg Daily Profit (%) | 0.4635 | 0.3543 | 0.1091 | 0.1151 | 0 | 0.1483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150602 | -120920 | -71229 | -2226106 | -1886590 | -783346 |
Profit Factor | 2.0185 | 2.2229 | 1.6603 | 1.0575 | 0.9307 | 1.2883 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 37.234 | 25.5319 | 48.9362 | 37.234 | 25.5319 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.4026 | 6.4834 | 1.7325 | 1.7826 | 2.7146 | 1.3443 |
Largest Winning Trade | 333008 | 333008 | 61695 | 1419253 | 1419253 | 528531 |
Largest Losing Trade | -35929 | -33662 | -35929 | -557342 | -557342 | -416645 |
Avg Bars in Trades | 91 | 95 | 87 | 91 | 95 | 87 |
Avg Bars in Winners | 134 | 149 | 127 | 134 | 149 | 127 |
Avg Bars in Losers | 66 | 76 | 50 | 66 | 76 | 50 |
Bars Traded | 8613 | 4484 | 4129 | 8613 | 4484 | 4129 |
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 | 338825 | -14079 | -44468 | -200299 | -605667 | 180993 |
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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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