Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604956.1692 | 470884.2651 | 134071.9041 | 589778.5371 | -243998.9415 | 833777.4785 |
Total P&L (%) | 604.9562 | 470.8843 | 134.0719 | 589.7785 | -243.9989 | 833.7775 |
Avg Daily Profit (%) | 0.2781 | 0.2165 | 0.0616 | 0.0888 | 0 | 0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107272 | -91349 | -65353 | -1817008 | -1794003 | -1154320 |
Profit Factor | 2.291 | 3.1612 | 1.5348 | 1.0866 | 0.9195 | 1.2206 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 48.1928 | 40.4762 | 56.0976 | 48.1928 | 40.4762 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4629 | 4.6489 | 1.2011 | 1.1681 | 1.3523 | 0.9552 |
Largest Winning Trade | 294518 | 294518 | 53345 | 1035423 | 1035423 | 756782 |
Largest Losing Trade | -37201 | -27775 | -37201 | -667431 | -477010 | -667431 |
Avg Bars in Trades | 73 | 57 | 90 | 73 | 57 | 90 |
Avg Bars in Winners | 106 | 88 | 119 | 106 | 88 | 119 |
Avg Bars in Losers | 43 | 36 | 53 | 43 | 36 | 53 |
Bars Traded | 6101 | 2398 | 3704 | 6101 | 2398 | 3704 |
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 | 399135 | 365145 | -108272 | -201225 | -582771 | -56606 |
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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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