Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835722.7346 | 662969.108 | 172753.6266 | 835635.7733 | -746274.8256 | 1581910.5989 |
Total P&L (%) | 835.7227 | 662.9691 | 172.7536 | 835.6358 | -746.2748 | 1581.9106 |
Avg Daily Profit (%) | 0.5622 | 0.446 | 0.1162 | 0.1505 | 0 | 0.1901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144151 | -106948 | -63316 | -5677705 | -4868430 | -1444793 |
Profit Factor | 2.2522 | 2.6239 | 1.6666 | 1.0523 | 0.9287 | 1.2871 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 33.6634 | 26 | 41.1765 | 33.6634 | 26 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.4382 | 7.4681 | 2.3809 | 2.0736 | 2.6434 | 1.8388 |
Largest Winning Trade | 437202 | 437202 | 60597 | 3372630 | 3372630 | 1456927 |
Largest Losing Trade | -45260 | -45260 | -16862 | -1623873 | -1623873 | -562766 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 52 | 54 | 51 | 52 | 54 | 51 |
Avg Bars in Losers | 15 | 21 | 9 | 15 | 21 | 9 |
Bars Traded | 2853 | 1501 | 1352 | 2853 | 1501 | 1352 |
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 | 346103 | -190596 | -217905 | -160096 | -783740 | -174139 |
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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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