Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340465.6322 | 205662.2907 | 134803.3415 | -2959813.4728 | 3814446.5044 | -6774259.9772 |
Total P&L (%) | 340.4656 | 205.6623 | 134.8033 | -2959.8135 | 3814.4465 | -6774.26 |
Avg Daily Profit (%) | 0.1877 | 0.1134 | 0.0743 | 0 | 0.2024 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138874 | -46558 | -144964 | -11093133 | -605887 | -10487245 |
Profit Factor | 2.3177 | 3.7068 | 1.739 | 0.7641 | 4.3021 | 0.4053 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 76 | 36 | 40 | 72 | 34 | 38 |
Losing Trades | 12 | 8 | 4 | 16 | 10 | 6 |
Profitability (%) | 86.3636 | 81.8182 | 90.9091 | 81.8182 | 77.2727 | 86.3636 |
Ratio Avg Win / Avg Loss | 0.3659 | 0.8237 | 0.1739 | 0.1698 | 1.2653 | 0.064 |
Largest Winning Trade | 28506 | 28506 | 25543 | 1248272 | 1248272 | 875478 |
Largest Losing Trade | -138874 | -30624 | -138874 | -10164023 | -224590 | -10164023 |
Avg Bars in Trades | 36 | 40 | 31 | 36 | 40 | 31 |
Avg Bars in Winners | 19 | 26 | 13 | 26 | 32 | 21 |
Avg Bars in Losers | 139 | 103 | 211 | 78 | 66 | 98 |
Bars Traded | 3168 | 1776 | 1393 | 3168 | 1776 | 1393 |
Profit Streak | 0 | 0 | 0 | 226.9462 | 227.9462 | 226.9462 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510179 | -33446 | -88195 | -575226 | 662931 | -575621 |
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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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