Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913189.4567 | 821968.5025 | 91220.9542 | 389010.76 | -214360.548 | 603371.3081 |
Total P&L (%) | 913.1895 | 821.9685 | 91.221 | 389.0108 | -214.3605 | 603.3713 |
Avg Daily Profit (%) | 0.4717 | 0.4246 | 0.0471 | 0.082 | 0 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115949 | -126440 | -53060 | -730061 | -991658 | -407330 |
Profit Factor | 2.1125 | 2.6804 | 1.275 | 1.0995 | 0.9141 | 1.4266 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 34.2857 | 26.4151 | 42.3077 | 34.2857 | 26.4151 | 42.3077 |
Ratio Avg Win / Avg Loss | 4.0489 | 7.4669 | 1.7386 | 2.1073 | 2.5466 | 1.9454 |
Largest Winning Trade | 601256 | 601256 | 64296 | 707242 | 707242 | 366370 |
Largest Losing Trade | -53060 | -39838 | -53060 | -329680 | -329680 | -260835 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 119 | 132 | 111 | 119 | 132 | 111 |
Avg Bars in Losers | 45 | 57 | 28 | 45 | 57 | 28 |
Bars Traded | 7432 | 4102 | 3329 | 7432 | 4102 | 3329 |
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 | 307633 | -188840 | -311986 | -199288 | -781911 | -239052 |
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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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