Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095647.7419 | 1042314.5639 | 53333.178 | 481518.5345 | 1925445.647 | -1443927.1125 |
Total P&L (%) | 1095.6477 | 1042.3146 | 53.3332 | 481.5185 | 1925.4456 | -1443.9271 |
Avg Daily Profit (%) | 0.4717 | 0.4488 | 0.023 | 0.0758 | 0.1296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166555 | -119234 | -161350 | -3226988 | -1414811 | -2078966 |
Profit Factor | 2.1549 | 3.0218 | 1.1231 | 1.058 | 1.4622 | 0.6515 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 35.8491 | 30.1887 | 41.5094 | 35.8491 | 30.1887 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.856 | 6.9879 | 1.5826 | 1.8932 | 3.3814 | 0.9181 |
Largest Winning Trade | 365623 | 365623 | 83627 | 2466267 | 2466267 | 418729 |
Largest Losing Trade | -60736 | -43759 | -60736 | -1779669 | -634247 | -1779669 |
Avg Bars in Trades | 127 | 116 | 138 | 127 | 116 | 138 |
Avg Bars in Winners | 227 | 232 | 223 | 227 | 232 | 223 |
Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
Bars Traded | 13491 | 6171 | 7320 | 13491 | 6171 | 7320 |
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 | 332566 | -172101 | -430647 | -252598 | -205432 | -764135 |
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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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