Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592574.8205 | 1525999.3492 | 66575.4713 | 239837.0284 | -162685.1656 | 402522.194 |
Total P&L (%) | 1592.5748 | 1525.9993 | 66.5755 | 239.837 | -162.6852 | 402.5222 |
Avg Daily Profit (%) | 0.89 | 0.8528 | 0.0372 | 0.0684 | 0 | 0.0903 |
Buy And Hold Return (%) | 318.0842 | 318.0842 | 318.0842 | 318.0842 | 318.0842 | 318.0842 |
Max Trade Drawdown | -94438 | -122019 | -152865 | -397639 | -486338 | -205328 |
Profit Factor | 3.4562 | 5.8674 | 1.1988 | 1.1273 | 0.8527 | 1.5167 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 37.5 | 29.1667 | 45.8333 | 37.5 | 29.1667 | 45.8333 |
Ratio Avg Win / Avg Loss | 5.7604 | 14.2493 | 1.4168 | 1.8789 | 2.0708 | 1.7924 |
Largest Winning Trade | 1308824 | 1308824 | 51907 | 165754 | 165754 | 132193 |
Largest Losing Trade | -94438 | -27879 | -94438 | -133966 | -95300 | -133966 |
Avg Bars in Trades | 108 | 94 | 121 | 108 | 94 | 121 |
Avg Bars in Winners | 201 | 218 | 191 | 201 | 218 | 191 |
Avg Bars in Losers | 51 | 43 | 62 | 51 | 43 | 62 |
Bars Traded | 10383 | 4549 | 5834 | 10383 | 4549 | 5834 |
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 | 501139 | 315633 | -312339 | -351345 | -589362 | -154652 |
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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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