Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857306.8684 | 711298.2946 | 146008.5737 | 1227698.4719 | -16225.9292 | 1243924.4012 |
Total P&L (%) | 857.3069 | 711.2983 | 146.0086 | 1227.6985 | -16.2259 | 1243.9244 |
Avg Daily Profit (%) | 0.4629 | 0.3841 | 0.0788 | 0.1397 | -0.0096 | 0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100943 | -102585 | -58981 | -975418 | -931132 | -572627 |
Profit Factor | 2.5675 | 3.3033 | 1.6132 | 1.2563 | 0.9944 | 1.6542 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 31.9588 | 24.4898 | 39.5833 | 31.9588 | 24.4898 | 39.5833 |
Ratio Avg Win / Avg Loss | 5.4662 | 10.1853 | 2.4622 | 2.6746 | 3.066 | 2.5248 |
Largest Winning Trade | 621990 | 621990 | 67829 | 720086 | 720086 | 514540 |
Largest Losing Trade | -22396 | -20627 | -22396 | -227383 | -227383 | -219548 |
Avg Bars in Trades | 73 | 62 | 85 | 73 | 62 | 85 |
Avg Bars in Winners | 163 | 166 | 161 | 163 | 166 | 161 |
Avg Bars in Losers | 31 | 29 | 35 | 31 | 29 | 35 |
Bars Traded | 7163 | 3079 | 4085 | 7163 | 3079 | 4085 |
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 | 303213 | -16318 | -88597 | -11910 | -610245 | -6033 |
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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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