Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619042.7435 | 464966.5467 | 154076.1969 | 1733519.1526 | 1758627.1952 | -25108.0427 |
Total P&L (%) | 619.0427 | 464.9665 | 154.0762 | 1733.5192 | 1758.6272 | -25.108 |
Avg Daily Profit (%) | 0.3315 | 0.249 | 0.0825 | 0.1559 | 0.1566 | -0.0155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70732 | -81195 | -56660 | -1552544 | -1258413 | -1177339 |
Profit Factor | 2.16 | 2.6989 | 1.5926 | 1.3017 | 1.6027 | 0.9911 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 40.2062 | 40.8163 | 39.5833 | 40.2062 | 40.8163 | 39.5833 |
Ratio Avg Win / Avg Loss | 3.2122 | 3.9135 | 2.4308 | 1.9358 | 2.324 | 1.5128 |
Largest Winning Trade | 251099 | 251099 | 72169 | 1646383 | 1646383 | 784642 |
Largest Losing Trade | -27499 | -27499 | -25859 | -617766 | -485340 | -617766 |
Avg Bars in Trades | 35 | 27 | 42 | 35 | 27 | 42 |
Avg Bars in Winners | 68 | 53 | 83 | 68 | 53 | 83 |
Avg Bars in Losers | 12 | 10 | 15 | 12 | 10 | 15 |
Bars Traded | 3412 | 1367 | 2045 | 3412 | 1367 | 2045 |
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 | 349926 | 359690 | -83780 | 191359 | 270111 | -581962 |
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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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