Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793279.0033 | 730882.327 | 62396.6763 | 232094.5476 | -242747.8341 | 474842.3817 |
Total P&L (%) | 793.279 | 730.8823 | 62.3967 | 232.0945 | -242.7478 | 474.8424 |
Avg Daily Profit (%) | 0.4078 | 0.3757 | 0.0321 | 0.0617 | 0 | 0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141718 | -163375 | -32825 | -3853441 | -4060522 | -248504 |
Profit Factor | 2.3356 | 2.8499 | 1.3138 | 1.0341 | 0.9569 | 1.403 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 56.1224 | 57.1429 | 55.102 | 56.1224 | 57.1429 | 55.102 |
Ratio Avg Win / Avg Loss | 1.826 | 2.1374 | 1.0705 | 0.8085 | 0.7176 | 1.1432 |
Largest Winning Trade | 600768 | 600768 | 30847 | 3298095 | 3298095 | 336133 |
Largest Losing Trade | -62309 | -62309 | -23162 | -2606532 | -2606532 | -168558 |
Avg Bars in Trades | 55 | 86 | 24 | 55 | 86 | 24 |
Avg Bars in Winners | 60 | 86 | 32 | 60 | 86 | 32 |
Avg Bars in Losers | 49 | 86 | 15 | 49 | 86 | 15 |
Bars Traded | 5449 | 4229 | 1220 | 5449 | 4229 | 1220 |
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 | 551383 | 576074 | -149343 | -294142 | -579755 | -71131 |
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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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