Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046190.5436 | 862444.8144 | 183745.7292 | 2037259.7128 | -257117.409 | 2294377.1217 |
Total P&L (%) | 1046.1905 | 862.4448 | 183.7457 | 2037.2597 | -257.1174 | 2294.3771 |
Avg Daily Profit (%) | 0.5643 | 0.4652 | 0.0991 | 0.1653 | 0 | 0.1714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106010 | -106332 | -43548 | -1641914 | -1383972 | -815533 |
Profit Factor | 2.7086 | 3.3262 | 1.7607 | 1.2203 | 0.9541 | 1.6299 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 31.4516 | 24.1935 | 38.7097 | 31.4516 | 24.1935 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.9034 | 10.4221 | 2.7877 | 2.6597 | 2.9896 | 2.5807 |
Largest Winning Trade | 782475 | 782475 | 49785 | 1419966 | 1419966 | 900388 |
Largest Losing Trade | -23738 | -19044 | -23738 | -458504 | -458504 | -425583 |
Avg Bars in Trades | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Winners | 98 | 103 | 94 | 98 | 103 | 94 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5461 | 2406 | 3055 | 5461 | 2406 | 3055 |
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 | 339647 | -171163 | -216172 | 56336 | -765827 | -147969 |
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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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