Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930660.1237 | 806256.5971 | 124403.5265 | 1163133.155 | -498796.2399 | 1661929.3949 |
Total P&L (%) | 930.6601 | 806.2566 | 124.4035 | 1163.1332 | -498.7962 | 1661.9294 |
Avg Daily Profit (%) | 0.4798 | 0.4157 | 0.0641 | 0.1308 | 0 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124215 | -86241 | -89396 | -1546322 | -1069220 | -1059560 |
Profit Factor | 2.4668 | 3.4503 | 1.4073 | 1.2095 | 0.8358 | 1.6611 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 41.7582 | 30.4348 | 53.3333 | 41.7582 | 30.4348 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.4406 | 7.8863 | 1.2314 | 1.687 | 1.9104 | 1.4535 |
Largest Winning Trade | 529947 | 529947 | 46056 | 776945 | 766855 | 776945 |
Largest Losing Trade | -47146 | -33107 | -47146 | -564116 | -429331 | -564116 |
Avg Bars in Trades | 83 | 70 | 96 | 83 | 70 | 96 |
Avg Bars in Winners | 143 | 136 | 147 | 143 | 136 | 147 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 7599 | 3255 | 4344 | 7599 | 3255 | 4344 |
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 | 438043 | 322011 | -106056 | -20265 | -585535 | 269891 |
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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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