Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1914573.6572 | 1827313.4832 | 87260.1739 | 407567.6992 | -41782.7633 | 449350.4626 |
Total P&L (%) | 1914.5737 | 1827.3135 | 87.2602 | 407.5677 | -41.7828 | 449.3505 |
Avg Daily Profit (%) | 0.8261 | 0.7885 | 0.0377 | 0.0701 | -0.0233 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155056 | -195279 | -25268 | -1251950 | -1526343 | -243912 |
Profit Factor | 3.6865 | 4.1995 | 1.6165 | 1.1222 | 0.9844 | 1.6873 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 48 | 15 | 33 | 48 | 15 | 33 |
Losing Trades | 93 | 55 | 38 | 93 | 55 | 38 |
Profitability (%) | 34.0426 | 21.4286 | 46.4789 | 34.0426 | 21.4286 | 46.4789 |
Ratio Avg Win / Avg Loss | 7.1426 | 15.3983 | 1.8614 | 2.1743 | 3.6095 | 1.9429 |
Largest Winning Trade | 1712554 | 1712554 | 25227 | 1042902 | 1042902 | 173996 |
Largest Losing Trade | -45097 | -45097 | -11052 | -244080 | -244080 | -142360 |
Avg Bars in Trades | 31 | 62 | 1 | 31 | 62 | 1 |
Avg Bars in Winners | 63 | 198 | 2 | 63 | 198 | 2 |
Avg Bars in Losers | 15 | 25 | 1 | 15 | 25 | 1 |
Bars Traded | 4502 | 4368 | 134 | 4502 | 4368 | 134 |
Profit Streak | 0 | 104.6752 | 0 | 0 | 104.6752 | 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 | 510767 | -119177 | -227591 | -190141 | -717452 | -179611 |
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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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