Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790465.2691 | 553228.8933 | 237236.3758 | 3906516.6028 | 590429.6174 | 3316086.9854 |
Total P&L (%) | 790.4653 | 553.2289 | 237.2364 | 3906.5166 | 590.4296 | 3316.087 |
Avg Daily Profit (%) | 0.4518 | 0.3162 | 0.1356 | 0.2111 | 0.1105 | 0.202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76760 | -88431 | -23340 | -2010222 | -2900614 | -1092458 |
Profit Factor | 2.4654 | 2.5324 | 2.33 | 1.3297 | 1.0761 | 1.8112 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 45.7143 | 39.6226 | 51.9231 | 45.7143 | 39.6226 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.9277 | 3.8588 | 2.1574 | 1.579 | 1.6397 | 1.677 |
Largest Winning Trade | 264365 | 264365 | 72203 | 1828025 | 1828025 | 1528467 |
Largest Losing Trade | -33783 | -33783 | -19971 | -1125882 | -1125882 | -840025 |
Avg Bars in Trades | 97 | 76 | 119 | 97 | 76 | 119 |
Avg Bars in Winners | 137 | 100 | 167 | 137 | 100 | 167 |
Avg Bars in Losers | 63 | 60 | 66 | 63 | 60 | 66 |
Bars Traded | 10243 | 4051 | 6192 | 10243 | 4051 | 6192 |
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 | 486028 | -170232 | -187390 | 292392 | -364898 | -168315 |
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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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