Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998590.2572 | 856534.6974 | 142055.5598 | 1156710.45 | 1320884.173 | -164173.7231 |
Total P&L (%) | 998.5903 | 856.5347 | 142.0556 | 1156.7105 | 1320.8842 | -164.1737 |
Avg Daily Profit (%) | 0.4146 | 0.3556 | 0.059 | 0.1051 | 0.1102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172079 | -103248 | -126461 | -1591819 | -729795 | -1422193 |
Profit Factor | 2.2223 | 2.7858 | 1.4211 | 1.2394 | 1.5338 | 0.9303 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 44.2308 | 34.6154 | 53.8462 | 44.2308 | 34.6154 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.802 | 5.262 | 1.2181 | 1.5627 | 2.8971 | 0.7974 |
Largest Winning Trade | 409865 | 409865 | 52100 | 906038 | 906038 | 400438 |
Largest Losing Trade | -56537 | -41063 | -56537 | -1000266 | -459065 | -1000266 |
Avg Bars in Trades | 135 | 151 | 120 | 135 | 151 | 120 |
Avg Bars in Winners | 185 | 221 | 162 | 185 | 221 | 162 |
Avg Bars in Losers | 96 | 114 | 70 | 96 | 114 | 70 |
Bars Traded | 14124 | 7874 | 6250 | 14124 | 7874 | 6250 |
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 | 436838 | -171353 | -292897 | -53338 | -228807 | -760334 |
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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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