Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843580.8026 | 593396.3324 | 250184.4703 | 3584630.0571 | -464309.07 | 4048939.1271 |
Total P&L (%) | 843.5808 | 593.3963 | 250.1845 | 3584.6301 | -464.3091 | 4048.9391 |
Avg Daily Profit (%) | 0.4665 | 0.3281 | 0.1384 | 0.1997 | 0 | 0.2062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59930 | -65293 | -31295 | -2478038 | -1594555 | -969524 |
Profit Factor | 3.9525 | 4.9887 | 2.8269 | 1.395 | 0.9038 | 1.9535 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 32.381 | 28.3019 | 36.5385 | 32.381 | 28.3019 | 36.5385 |
Ratio Avg Win / Avg Loss | 8.2538 | 12.6381 | 4.9099 | 2.9131 | 2.2898 | 3.393 |
Largest Winning Trade | 581121 | 581121 | 66856 | 1860159 | 1089518 | 1860159 |
Largest Losing Trade | -19823 | -14268 | -19823 | -687649 | -687649 | -545488 |
Avg Bars in Trades | 48 | 35 | 61 | 48 | 35 | 61 |
Avg Bars in Winners | 113 | 82 | 138 | 113 | 82 | 138 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 5075 | 1869 | 3205 | 5075 | 1869 | 3205 |
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 | 387712 | -178675 | -188232 | 116556 | -773595 | -173488 |
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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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