Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846057.5846 | 1636654.0048 | 209403.5798 | 5072700.6103 | -3304988.3823 | 8377688.9926 |
Total P&L (%) | 1846.0576 | 1636.654 | 209.4036 | 5072.7006 | -3304.9884 | 8377.689 |
Avg Daily Profit (%) | 0.7811 | 0.6925 | 0.0886 | 0.1671 | 0 | 0.188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91331 | -75366 | -81864 | -6684915 | -8408401 | -2662909 |
Profit Factor | 4.1925 | 5.7547 | 1.8948 | 1.2621 | 0.7507 | 2.3742 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Profitability (%) | 29.3651 | 20.6349 | 38.0952 | 29.3651 | 20.6349 | 38.0952 |
Ratio Avg Win / Avg Loss | 10.0847 | 22.1336 | 3.079 | 3.0359 | 2.8873 | 3.8581 |
Largest Winning Trade | 1549135 | 1549135 | 64198 | 4353854 | 3146195 | 4353854 |
Largest Losing Trade | -31743 | -24397 | -31743 | -2241441 | -2241441 | -867364 |
Avg Bars in Trades | 37 | 30 | 43 | 37 | 30 | 43 |
Avg Bars in Winners | 94 | 98 | 92 | 94 | 98 | 92 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4681 | 1945 | 2736 | 4681 | 1945 | 2736 |
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 | 358737 | -175416 | -222664 | -1522 | -774011 | -139129 |
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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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