Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939838.6134 | 853164.843 | 86673.7704 | 229218.9033 | 302240.3729 | -73021.4697 |
Total P&L (%) | 939.8386 | 853.1648 | 86.6738 | 229.2189 | 302.2404 | -73.0215 |
Avg Daily Profit (%) | 0.5088 | 0.4619 | 0.0469 | 0.0645 | 0.0754 | -0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174162 | -126139 | -73911 | -1487368 | -1152845 | -667931 |
Profit Factor | 2.5263 | 3.3665 | 1.3396 | 1.0682 | 1.1549 | 0.9482 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 40.9639 | 34.1463 | 47.619 | 40.9639 | 34.1463 | 47.619 |
Ratio Avg Win / Avg Loss | 3.6409 | 6.4926 | 1.4735 | 1.5395 | 2.2272 | 1.043 |
Largest Winning Trade | 835642 | 835642 | 57572 | 1378687 | 1378687 | 220585 |
Largest Losing Trade | -58624 | -58624 | -45798 | -604777 | -419596 | -604777 |
Avg Bars in Trades | 64 | 61 | 68 | 64 | 61 | 68 |
Avg Bars in Winners | 103 | 116 | 94 | 103 | 116 | 94 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 5380 | 2517 | 2864 | 5380 | 2517 | 2864 |
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 | 385264 | 381030 | -130793 | -255945 | -147486 | -579993 |
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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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