Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555178.6628 | 263593.0558 | 291585.6069 | 2194596.2278 | -3956.6669 | 2198552.8947 |
Total P&L (%) | 555.1787 | 263.5931 | 291.5856 | 2194.5962 | -3.9567 | 2198.5529 |
Avg Daily Profit (%) | 0.3187 | 0.1513 | 0.1674 | 0.18 | -0.0023 | 0.1801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125480 | -101961 | -51466 | -5048473 | -3814034 | -1791713 |
Profit Factor | 2.0421 | 1.7127 | 2.7897 | 1.2789 | 0.9993 | 1.9109 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 56.1905 | 51.9231 | 60.3774 | 56.1905 | 51.9231 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.5921 | 1.5859 | 1.8307 | 0.9971 | 0.9253 | 1.254 |
Largest Winning Trade | 166709 | 166709 | 49454 | 1607788 | 1358164 | 1607788 |
Largest Losing Trade | -31766 | -30205 | -31766 | -1637538 | -1637538 | -962175 |
Avg Bars in Trades | 94 | 99 | 90 | 94 | 99 | 90 |
Avg Bars in Winners | 116 | 120 | 112 | 116 | 120 | 112 |
Avg Bars in Losers | 66 | 76 | 55 | 66 | 76 | 55 |
Bars Traded | 9930 | 5160 | 4770 | 9930 | 5160 | 4770 |
Profit Streak | 0 | 29.2293 | 0 | 0 | 29.2293 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504567 | -168814 | -166043 | 260542 | -760043 | -168325 |
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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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