Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1633727.742 | 1502874.0316 | 130853.7104 | 879857.4566 | -567221.889 | 1447079.3457 |
Total P&L (%) | 1633.7277 | 1502.874 | 130.8537 | 879.8575 | -567.2219 | 1447.0793 |
Avg Daily Profit (%) | 0.6901 | 0.6349 | 0.0553 | 0.0965 | 0 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126316 | -111329 | -91888 | -2460786 | -1821128 | -974771 |
Profit Factor | 3.108 | 4.5641 | 1.3703 | 1.1195 | 0.8725 | 1.4968 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 38.0952 | 28.3019 | 48.0769 | 38.0952 | 28.3019 | 48.0769 |
Ratio Avg Win / Avg Loss | 5.0505 | 11.5625 | 1.4799 | 1.8192 | 2.2104 | 1.6166 |
Largest Winning Trade | 1388495 | 1388495 | 67761 | 1389729 | 1016206 | 1389729 |
Largest Losing Trade | -44220 | -28868 | -44220 | -558667 | -558667 | -550351 |
Avg Bars in Trades | 88 | 76 | 100 | 88 | 76 | 100 |
Avg Bars in Winners | 161 | 163 | 159 | 161 | 163 | 159 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 9270 | 4066 | 5203 | 9270 | 4066 | 5203 |
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 | 497342 | -176365 | -299393 | -156095 | -773595 | -216436 |
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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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