Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798764.2748 | 665842.52 | 132921.7548 | 1306103.3886 | -408128.9122 | 1714232.3008 |
Total P&L (%) | 798.7643 | 665.8425 | 132.9218 | 1306.1034 | -408.1289 | 1714.2323 |
Avg Daily Profit (%) | 0.4126 | 0.3439 | 0.0687 | 0.1366 | 0 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159031 | -99418 | -114030 | -3476170 | -1736131 | -1844175 |
Profit Factor | 2.4313 | 3.4226 | 1.4694 | 1.1697 | 0.8968 | 1.4581 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 44.0476 | 33.3333 | 54.7619 | 44.0476 | 33.3333 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.0885 | 6.8452 | 1.2138 | 1.4859 | 1.7935 | 1.2045 |
Largest Winning Trade | 494655 | 494655 | 48807 | 1473539 | 1284033 | 1473539 |
Largest Losing Trade | -49871 | -41101 | -49871 | -800854 | -602654 | -800854 |
Avg Bars in Trades | 89 | 69 | 108 | 89 | 69 | 108 |
Avg Bars in Winners | 136 | 123 | 144 | 136 | 123 | 144 |
Avg Bars in Losers | 52 | 43 | 65 | 52 | 43 | 65 |
Bars Traded | 7499 | 2932 | 4567 | 7499 | 2932 | 4567 |
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 | 446294 | 337509 | -99482 | -46137 | -584438 | 326667 |
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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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