Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537064.7762 | 1419198.446 | 117866.3302 | 886302.2414 | 2053763.7831 | -1167461.5417 |
Total P&L (%) | 1537.0648 | 1419.1984 | 117.8663 | 886.3022 | 2053.7638 | -1167.4615 |
Avg Daily Profit (%) | 0.6472 | 0.5976 | 0.0496 | 0.0964 | 0.1293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131519 | -113910 | -99400 | -9717147 | -8966680 | -5381383 |
Profit Factor | 2.9463 | 4.2038 | 1.3399 | 1.0279 | 1.1127 | 0.9139 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 32.5843 | 26.6667 | 38.6364 | 32.5843 | 26.6667 | 38.6364 |
Ratio Avg Win / Avg Loss | 6.0958 | 11.5604 | 2.1281 | 2.1267 | 3.06 | 1.4515 |
Largest Winning Trade | 903930 | 903930 | 72063 | 7563415 | 7563415 | 4108185 |
Largest Losing Trade | -46256 | -46256 | -38305 | -3130163 | -2630070 | -3130163 |
Avg Bars in Trades | 155 | 136 | 175 | 155 | 136 | 175 |
Avg Bars in Winners | 349 | 344 | 353 | 349 | 344 | 353 |
Avg Bars in Losers | 61 | 60 | 63 | 61 | 60 | 63 |
Bars Traded | 13858 | 6128 | 7731 | 13858 | 6128 | 7731 |
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 | 394253 | -3756 | -129553 | -259093 | -137749 | -583472 |
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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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