Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760086.916 | 679509.3399 | 80577.5761 | 327622.2297 | 1252895.8572 | -925273.6275 |
Total P&L (%) | 760.0869 | 679.5093 | 80.5776 | 327.6222 | 1252.8959 | -925.2736 |
Avg Daily Profit (%) | 0.3142 | 0.2809 | 0.0333 | 0.0601 | 0.1077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152424 | -88952 | -156318 | -1504671 | -503173 | -1555952 |
Profit Factor | 1.9784 | 2.6228 | 1.225 | 1.0774 | 1.6905 | 0.6176 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 40.7407 | 35.1852 | 46.2963 | 40.7407 | 35.1852 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.8777 | 4.8316 | 1.421 | 1.5671 | 3.1141 | 0.7164 |
Largest Winning Trade | 321144 | 321144 | 59098 | 1148150 | 1148150 | 332440 |
Largest Losing Trade | -59124 | -42306 | -59124 | -949430 | -155207 | -949430 |
Avg Bars in Trades | 86 | 99 | 73 | 86 | 99 | 73 |
Avg Bars in Winners | 133 | 157 | 114 | 133 | 157 | 114 |
Avg Bars in Losers | 54 | 68 | 38 | 54 | 68 | 38 |
Bars Traded | 9369 | 5381 | 3988 | 9369 | 5381 | 3988 |
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 | 340516 | -172363 | -330263 | -250307 | -231627 | -762273 |
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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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