Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750201.711 | 639623.0383 | 110578.6727 | 848746.4886 | 117970.3774 | 730776.1112 |
Total P&L (%) | 750.2017 | 639.623 | 110.5787 | 848.7465 | 117.9704 | 730.7761 |
Avg Daily Profit (%) | 0.3888 | 0.3315 | 0.0573 | 0.1167 | 0.0404 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99973 | -89222 | -109532 | -388694 | -418109 | -234094 |
Profit Factor | 2.029 | 2.8907 | 1.283 | 1.3202 | 1.0849 | 1.5796 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 39.604 | 29.4118 | 50 | 39.604 | 29.4118 | 50 |
Ratio Avg Win / Avg Loss | 3.0942 | 6.9376 | 1.283 | 2.0133 | 2.6037 | 1.5796 |
Largest Winning Trade | 380988 | 380988 | 56318 | 421769 | 421769 | 230965 |
Largest Losing Trade | -51262 | -19563 | -51262 | -234094 | -147043 | -234094 |
Avg Bars in Trades | 224 | 144 | 306 | 224 | 144 | 306 |
Avg Bars in Winners | 403 | 300 | 466 | 403 | 300 | 466 |
Avg Bars in Losers | 107 | 80 | 147 | 107 | 80 | 147 |
Bars Traded | 22720 | 7390 | 15329 | 22720 | 7390 | 15329 |
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 | 350395 | -176023 | -296479 | -39295 | -455700 | -223177 |
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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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