Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897650.6511 | 676446.3551 | 221204.2961 | 1832584.9544 | -567328.3545 | 2399913.309 |
Total P&L (%) | 897.6507 | 676.4464 | 221.2043 | 1832.585 | -567.3284 | 2399.9133 |
Avg Daily Profit (%) | 0.6061 | 0.4568 | 0.1494 | 0.2002 | 0 | 0.2176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103112 | -104793 | -74512 | -3307945 | -2872565 | -1792117 |
Profit Factor | 2.332 | 2.6136 | 1.8686 | 1.1065 | 0.9464 | 1.3624 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 60 | 37 | 23 | 60 | 37 | 23 |
Profitability (%) | 42.8571 | 30.1887 | 55.7692 | 42.8571 | 30.1887 | 55.7692 |
Ratio Avg Win / Avg Loss | 3.1094 | 6.0439 | 1.482 | 1.4753 | 2.1886 | 1.0805 |
Largest Winning Trade | 449425 | 449425 | 56263 | 2312547 | 2312547 | 1348830 |
Largest Losing Trade | -30991 | -30991 | -25609 | -994418 | -865844 | -994418 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 38 | 43 | 36 | 38 | 43 | 36 |
Avg Bars in Losers | 18 | 19 | 15 | 18 | 19 | 15 |
Bars Traded | 2848 | 1435 | 1413 | 2848 | 1435 | 1413 |
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 | 494247 | -172543 | -170252 | -97594 | -765759 | -170376 |
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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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