Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782406.2218 | 646224.1262 | 136182.0956 | 1789364.1197 | -330967.8173 | 2120331.937 |
Total P&L (%) | 782.4062 | 646.2241 | 136.1821 | 1789.3641 | -330.9678 | 2120.3319 |
Avg Daily Profit (%) | 0.4053 | 0.3348 | 0.0705 | 0.1524 | 0 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137896 | -71048 | -99755 | -2052976 | -1143690 | -1256483 |
Profit Factor | 2.3716 | 3.1917 | 1.4942 | 1.3167 | 0.8953 | 1.8522 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 34.9057 | 26.4151 | 43.3962 | 34.9057 | 26.4151 | 43.3962 |
Ratio Avg Win / Avg Loss | 4.4227 | 8.891 | 1.9489 | 2.4554 | 2.4942 | 2.4159 |
Largest Winning Trade | 344375 | 344375 | 53652 | 971649 | 936335 | 971649 |
Largest Losing Trade | -38660 | -26459 | -38660 | -479124 | -264523 | -479124 |
Avg Bars in Trades | 106 | 81 | 131 | 106 | 81 | 131 |
Avg Bars in Winners | 222 | 181 | 247 | 222 | 181 | 247 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 11264 | 4293 | 6971 | 11264 | 4293 | 6971 |
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 | 313986 | -188621 | -278982 | 120215 | -781911 | -171406 |
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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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