Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382238.4499 | 1272950.5578 | 109287.8921 | 541609.3006 | -213878.4321 | 755487.7327 |
Total P&L (%) | 1382.2385 | 1272.9506 | 109.2879 | 541.6093 | -213.8784 | 755.4877 |
Avg Daily Profit (%) | 0.5808 | 0.5349 | 0.0459 | 0.0781 | 0 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118716 | -88250 | -71586 | -3600792 | -3071595 | -1792476 |
Profit Factor | 2.8494 | 3.574 | 1.4322 | 1.0478 | 0.9708 | 1.1882 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 43.2692 | 36.5385 | 50 | 43.2692 | 36.5385 | 50 |
Ratio Avg Win / Avg Loss | 3.7359 | 6.2075 | 1.4322 | 1.3737 | 1.6861 | 1.1882 |
Largest Winning Trade | 1080055 | 1080055 | 53870 | 1966093 | 1966093 | 1183276 |
Largest Losing Trade | -38421 | -38421 | -31036 | -908074 | -908074 | -873716 |
Avg Bars in Trades | 87 | 139 | 36 | 87 | 139 | 36 |
Avg Bars in Winners | 118 | 216 | 46 | 118 | 216 | 46 |
Avg Bars in Losers | 64 | 94 | 26 | 64 | 94 | 26 |
Bars Traded | 9125 | 7239 | 1885 | 9125 | 7239 | 1885 |
Profit Streak | 0 | 92.1862 | 0 | 0 | 92.1862 | 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 | 518067 | -167082 | -310744 | -258534 | -762731 | -265674 |
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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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