Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401654.8725 | 1211418.8113 | 190236.0612 | 4055620.0668 | -1680347.5977 | 5735967.6645 |
Total P&L (%) | 1401.6549 | 1211.4188 | 190.2361 | 4055.6201 | -1680.3476 | 5735.9677 |
Avg Daily Profit (%) | 0.6731 | 0.5817 | 0.0914 | 0.1791 | 0 | 0.1955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132215 | -59332 | -95412 | -5366342 | -3776891 | -2768392 |
Profit Factor | 3.3735 | 5.1013 | 1.6445 | 1.2799 | 0.7964 | 1.9198 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 42.4528 | 33.9623 | 50.9434 | 42.4528 | 33.9623 | 50.9434 |
Ratio Avg Win / Avg Loss | 4.573 | 9.9192 | 1.5836 | 1.735 | 1.5485 | 1.8487 |
Largest Winning Trade | 1054075 | 1054075 | 63826 | 3403172 | 1948891 | 3403172 |
Largest Losing Trade | -51430 | -22721 | -51430 | -2160309 | -1528727 | -2160309 |
Avg Bars in Trades | 230 | 194 | 266 | 230 | 194 | 266 |
Avg Bars in Winners | 364 | 338 | 381 | 364 | 338 | 381 |
Avg Bars in Losers | 131 | 120 | 146 | 131 | 120 | 146 |
Bars Traded | 24419 | 10306 | 14113 | 24419 | 10306 | 14113 |
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 | 571638 | -167400 | -247825 | 226029 | -764570 | -168288 |
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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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