Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943591.3942 | 818248.8211 | 125342.5731 | 492593.847 | 61250.9612 | 431342.8858 |
Total P&L (%) | 943.5914 | 818.2488 | 125.3426 | 492.5938 | 61.251 | 431.3429 |
Avg Daily Profit (%) | 0.3953 | 0.3427 | 0.0525 | 0.0746 | 0.02 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93518 | -100564 | -67113 | -767941 | -593439 | -313823 |
Profit Factor | 2.7346 | 3.6975 | 1.5209 | 1.2191 | 1.0513 | 1.4096 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 53.6082 | 44.898 | 62.5 | 53.6082 | 44.898 | 62.5 |
Ratio Avg Win / Avg Loss | 2.3665 | 4.5378 | 0.9125 | 1.055 | 1.2902 | 0.8458 |
Largest Winning Trade | 780661 | 780661 | 62893 | 418344 | 347120 | 418344 |
Largest Losing Trade | -39562 | -37317 | -39562 | -342648 | -342648 | -303001 |
Avg Bars in Trades | 71 | 58 | 83 | 71 | 58 | 83 |
Avg Bars in Winners | 110 | 103 | 114 | 110 | 103 | 114 |
Avg Bars in Losers | 26 | 22 | 32 | 26 | 22 | 32 |
Bars Traded | 6893 | 2880 | 4013 | 6893 | 2880 | 4013 |
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 | 563422 | 511548 | -121326 | -93077 | -332734 | -98694 |
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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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