Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090651.775 | 915412.6456 | 175239.1294 | 2481180.3671 | -1133940.5324 | 3615120.8996 |
Total P&L (%) | 1090.6518 | 915.4126 | 175.2391 | 2481.1804 | -1133.9405 | 3615.1209 |
Avg Daily Profit (%) | 0.4616 | 0.3874 | 0.0742 | 0.1377 | 0 | 0.1531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94257 | -93947 | -76200 | -4501676 | -2893049 | -1909038 |
Profit Factor | 2.3708 | 3.1424 | 1.4758 | 1.1737 | 0.8628 | 1.6002 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 33.3333 | 30.8824 | 35.8209 | 33.3333 | 30.8824 | 35.8209 |
Ratio Avg Win / Avg Loss | 4.7416 | 7.033 | 2.6441 | 2.3474 | 1.9309 | 2.8671 |
Largest Winning Trade | 642594 | 642594 | 65789 | 2810654 | 1820829 | 2810654 |
Largest Losing Trade | -45279 | -24920 | -45279 | -1263024 | -769484 | -1263024 |
Avg Bars in Trades | 51 | 38 | 64 | 51 | 38 | 64 |
Avg Bars in Winners | 114 | 78 | 146 | 114 | 78 | 146 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 6941 | 2634 | 4307 | 6941 | 2634 | 4307 |
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 | 311966 | -101248 | -214116 | -43295 | -694892 | -111806 |
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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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