Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1727224.3456 | 1572176.1093 | 155048.2363 | 1214676.1791 | -721421.9421 | 1936098.1212 |
Total P&L (%) | 1727.2243 | 1572.1761 | 155.0482 | 1214.6762 | -721.4219 | 1936.0981 |
Avg Daily Profit (%) | 0.7323 | 0.6666 | 0.0657 | 0.1093 | 0 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131211 | -72634 | -92776 | -1945172 | -2094080 | -814552 |
Profit Factor | 3.4756 | 5.2328 | 1.4752 | 1.172 | 0.8291 | 1.6819 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 33.3333 | 26.4151 | 40.3846 | 33.3333 | 26.4151 | 40.3846 |
Ratio Avg Win / Avg Loss | 6.9512 | 14.577 | 2.1777 | 2.3441 | 2.3097 | 2.4828 |
Largest Winning Trade | 1521430 | 1521430 | 61484 | 1160999 | 840938 | 1160999 |
Largest Losing Trade | -55483 | -31966 | -55483 | -992910 | -992910 | -463816 |
Avg Bars in Trades | 132 | 107 | 157 | 132 | 107 | 157 |
Avg Bars in Winners | 297 | 270 | 316 | 297 | 270 | 316 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 13886 | 5700 | 8186 | 13886 | 5700 | 8186 |
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 | 469187 | -183920 | -286688 | -83068 | -781911 | -202532 |
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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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