Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096952.3646 | 889353.177 | 207599.1876 | 5367381.3207 | 5540879.1556 | -173497.835 |
Total P&L (%) | 1096.9524 | 889.3532 | 207.5992 | 5367.3813 | 5540.8792 | -173.4978 |
Avg Daily Profit (%) | 0.4613 | 0.374 | 0.0873 | 0.1684 | 0.1697 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104620 | -87946 | -90235 | -14186204 | -11437914 | -7697057 |
Profit Factor | 2.2628 | 2.8919 | 1.5208 | 1.0837 | 1.154 | 0.9938 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 35.6061 | 31.8182 | 39.3939 | 35.6061 | 31.8182 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.0923 | 6.1969 | 2.3397 | 1.9599 | 2.4728 | 1.529 |
Largest Winning Trade | 381275 | 381275 | 66558 | 9098760 | 9098760 | 5243161 |
Largest Losing Trade | -39097 | -39097 | -28075 | -2859497 | -2859497 | -2538416 |
Avg Bars in Trades | 53 | 46 | 61 | 53 | 46 | 61 |
Avg Bars in Winners | 104 | 100 | 107 | 104 | 100 | 107 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 7067 | 3036 | 4031 | 7067 | 3036 | 4031 |
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 | 335897 | -116482 | -202444 | -124802 | -173811 | -706582 |
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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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