Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762905.4645 | 591378.6389 | 171526.8257 | 904352.0818 | 906135.5342 | -1783.4524 |
Total P&L (%) | 762.9055 | 591.3786 | 171.5268 | 904.3521 | 906.1355 | -1.7835 |
Avg Daily Profit (%) | 0.5141 | 0.3985 | 0.1156 | 0.1556 | 0.1557 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140460 | -94240 | -64437 | -2877285 | -1797397 | -1618527 |
Profit Factor | 2.0723 | 2.4791 | 1.5505 | 1.0904 | 1.1671 | 0.9996 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 38 | 11 | 27 | 38 | 11 | 27 |
Losing Trades | 77 | 46 | 31 | 77 | 46 | 31 |
Profitability (%) | 33.0435 | 19.2982 | 46.5517 | 33.0435 | 19.2982 | 46.5517 |
Ratio Avg Win / Avg Loss | 4.1992 | 10.3669 | 1.7801 | 2.2096 | 4.8805 | 1.1477 |
Largest Winning Trade | 370122 | 370122 | 72007 | 2084798 | 2084798 | 555903 |
Largest Losing Trade | -28246 | -24809 | -28246 | -1025902 | -534551 | -1025902 |
Avg Bars in Trades | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Winners | 95 | 99 | 94 | 95 | 99 | 94 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 5812 | 2327 | 3485 | 5812 | 2327 | 3485 |
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 | 301437 | -220818 | -217365 | -118565 | -263262 | -760507 |
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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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