Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779392.0041 | 525979.0541 | 253412.9499 | 2805066.2125 | -1157740.8579 | 3962807.0704 |
Total P&L (%) | 779.392 | 525.9791 | 253.413 | 2805.0662 | -1157.7409 | 3962.8071 |
Avg Daily Profit (%) | 0.43 | 0.2902 | 0.1398 | 0.1861 | 0 | 0.2046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96510 | -69279 | -38764 | -5044146 | -4755994 | -1857317 |
Profit Factor | 3.155 | 3.4304 | 2.7447 | 1.1921 | 0.8712 | 1.7051 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 31.4607 | 28.8889 | 34.0909 | 31.4607 | 28.8889 | 34.0909 |
Ratio Avg Win / Avg Loss | 6.8734 | 8.4441 | 5.3063 | 2.597 | 2.1444 | 3.2965 |
Largest Winning Trade | 499191 | 499191 | 67886 | 2298118 | 1591246 | 2298118 |
Largest Losing Trade | -17286 | -17286 | -13472 | -1033136 | -1033136 | -493429 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 101 | 92 | 108 | 101 | 92 | 108 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3523 | 1571 | 1952 | 3523 | 1571 | 1952 |
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 | 326184 | 99376 | -7278 | -7208 | -590609 | 186469 |
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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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