Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175422.4308 | 993388.1749 | 182034.2559 | 6113103.7162 | -384581.0307 | 6497684.7469 |
Total P&L (%) | 1175.4224 | 993.3882 | 182.0343 | 6113.1037 | -384.581 | 6497.6847 |
Avg Daily Profit (%) | 0.4929 | 0.4166 | 0.0763 | 0.1733 | 0 | 0.1758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100980 | -108589 | -66139 | -9774196 | -9207308 | -5617605 |
Profit Factor | 2.5382 | 3.3288 | 1.5392 | 1.1525 | 0.9837 | 1.3927 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 32.5758 | 28.7879 | 36.3636 | 32.5758 | 28.7879 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.2534 | 8.2345 | 2.6935 | 2.3855 | 2.4333 | 2.4373 |
Largest Winning Trade | 462277 | 462277 | 62090 | 7653724 | 7653724 | 3710555 |
Largest Losing Trade | -35695 | -35695 | -31289 | -2293897 | -1684230 | -2293897 |
Avg Bars in Trades | 34 | 37 | 30 | 34 | 37 | 30 |
Avg Bars in Winners | 75 | 86 | 67 | 75 | 86 | 67 |
Avg Bars in Losers | 13 | 17 | 9 | 13 | 17 | 9 |
Bars Traded | 4495 | 2477 | 2018 | 4495 | 2477 | 2018 |
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 | 322344 | -121324 | -218122 | -50244 | -715578 | -120168 |
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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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