Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794568.5315 | 725744.2534 | 68824.278 | 232392.8994 | 880609.0369 | -648216.1375 |
Total P&L (%) | 794.5685 | 725.7443 | 68.8243 | 232.3929 | 880.609 | -648.2161 |
Avg Daily Profit (%) | 0.3297 | 0.3011 | 0.0286 | 0.0499 | 0.0948 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193420 | -107674 | -164664 | -1096704 | -498984 | -1241222 |
Profit Factor | 1.9253 | 2.5144 | 1.1814 | 1.0669 | 1.5494 | 0.6532 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 38.6139 | 37.2549 | 40 | 38.6139 | 37.2549 | 40 |
Ratio Avg Win / Avg Loss | 3.0607 | 4.2347 | 1.7721 | 1.6961 | 2.6095 | 0.9799 |
Largest Winning Trade | 384346 | 384346 | 55154 | 762655 | 762655 | 230452 |
Largest Losing Trade | -52221 | -51606 | -52221 | -635261 | -245979 | -635261 |
Avg Bars in Trades | 45 | 50 | 40 | 45 | 50 | 40 |
Avg Bars in Winners | 72 | 78 | 66 | 72 | 78 | 66 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 4638 | 2591 | 2047 | 4638 | 2591 | 2047 |
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 | 311157 | -171316 | -358662 | -276287 | -248315 | -764722 |
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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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