Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724739.0215 | 652190.2014 | 72548.8201 | 476919.8303 | 758565.1244 | -281645.2941 |
Total P&L (%) | 724.739 | 652.1902 | 72.5488 | 476.9198 | 758.5651 | -281.6453 |
Avg Daily Profit (%) | 0.2898 | 0.2608 | 0.029 | 0.0701 | 0.086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164378 | -95423 | -85738 | -4083919 | -2458859 | -1625060 |
Profit Factor | 1.9367 | 2.603 | 1.1978 | 1.0498 | 1.1517 | 0.9385 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 44.4444 | 42 | 46.9388 | 44.4444 | 42 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.4209 | 3.5946 | 1.354 | 1.3122 | 1.5905 | 1.0609 |
Largest Winning Trade | 388436 | 388436 | 51769 | 1768075 | 1768075 | 647429 |
Largest Losing Trade | -43734 | -37766 | -43734 | -761195 | -761195 | -669513 |
Avg Bars in Trades | 95 | 70 | 121 | 95 | 70 | 121 |
Avg Bars in Winners | 153 | 99 | 202 | 153 | 99 | 202 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 9473 | 3535 | 5938 | 9473 | 3535 | 5938 |
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 | 381118 | -169645 | -158197 | -266982 | -313364 | -580205 |
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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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