Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804035.668 | 668016.2338 | 136019.4342 | 806918.9497 | 75013.6144 | 731905.3353 |
Total P&L (%) | 804.0357 | 668.0162 | 136.0194 | 806.919 | 75.0136 | 731.9053 |
Avg Daily Profit (%) | 0.4344 | 0.3609 | 0.0735 | 0.1192 | 0.0302 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121740 | -72858 | -84713 | -1469495 | -817307 | -1061260 |
Profit Factor | 2.314 | 3.1317 | 1.4556 | 1.1588 | 1.0294 | 1.2897 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 54.2056 | 50 | 58.4906 | 54.2056 | 50 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.9549 | 3.1317 | 1.033 | 0.979 | 1.0294 | 0.9153 |
Largest Winning Trade | 576290 | 576290 | 54067 | 447126 | 447126 | 432856 |
Largest Losing Trade | -42049 | -42049 | -35560 | -578768 | -319437 | -578768 |
Avg Bars in Trades | 99 | 70 | 129 | 99 | 70 | 129 |
Avg Bars in Winners | 123 | 78 | 162 | 123 | 78 | 162 |
Avg Bars in Losers | 71 | 62 | 83 | 71 | 62 | 83 |
Bars Traded | 10672 | 3812 | 6860 | 10672 | 3812 | 6860 |
Profit Streak | 0 | 0 | 31.8299 | 0 | 0 | 31.8299 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549980 | -164657 | -272197 | -80158 | -520772 | -219742 |
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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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