Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221861.5781 | 1185702.947 | 36158.6312 | 109733.4955 | 1676822.14 | -1567088.6445 |
Total P&L (%) | 1221.8616 | 1185.7029 | 36.1586 | 109.7335 | 1676.8221 | -1567.0886 |
Avg Daily Profit (%) | 0.5143 | 0.499 | 0.0152 | 0.0312 | 0.1212 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140822 | -147178 | -83035 | -3247051 | -2081851 | -1702815 |
Profit Factor | 2.3372 | 3.6074 | 1.0788 | 1.0147 | 1.4561 | 0.5872 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 35.3535 | 30 | 40.8163 | 35.3535 | 30 | 40.8163 |
Ratio Avg Win / Avg Loss | 4.2737 | 8.4173 | 1.5642 | 1.8554 | 3.3976 | 0.8515 |
Largest Winning Trade | 948861 | 948861 | 64125 | 2559922 | 2559922 | 538313 |
Largest Losing Trade | -39049 | -31957 | -39049 | -1134534 | -430412 | -1134534 |
Avg Bars in Trades | 46 | 37 | 56 | 46 | 37 | 56 |
Avg Bars in Winners | 93 | 81 | 101 | 93 | 81 | 101 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 4639 | 1895 | 2744 | 4639 | 1895 | 2744 |
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 | 350727 | -170743 | -311316 | -359930 | -216782 | -584253 |
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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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