Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523182.9789 | 1374182.3877 | 149000.5912 | 2744467.0251 | -749586.7098 | 3494053.735 |
Total P&L (%) | 1523.183 | 1374.1824 | 149.0006 | 2744.467 | -749.5867 | 3494.0537 |
Avg Daily Profit (%) | 0.8244 | 0.7437 | 0.0806 | 0.1814 | 0 | 0.194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94496 | -86627 | -63989 | -3448509 | -3491456 | -1231778 |
Profit Factor | 3.8727 | 5.2468 | 1.7211 | 1.1789 | 0.9246 | 1.6471 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 37.5 | 27.2727 | 47.7273 | 37.5 | 27.2727 | 47.7273 |
Ratio Avg Win / Avg Loss | 6.4545 | 13.9914 | 1.885 | 1.9649 | 2.4655 | 1.804 |
Largest Winning Trade | 1155054 | 1155054 | 63657 | 2425824 | 2425824 | 2020785 |
Largest Losing Trade | -28526 | -17610 | -28526 | -770515 | -770515 | -633906 |
Avg Bars in Trades | 124 | 146 | 103 | 124 | 146 | 103 |
Avg Bars in Winners | 228 | 328 | 171 | 228 | 328 | 171 |
Avg Bars in Losers | 62 | 78 | 40 | 62 | 78 | 40 |
Bars Traded | 10999 | 6462 | 4537 | 10999 | 6462 | 4537 |
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 | 559053 | 33173 | -82847 | -19345 | -597739 | 370102 |
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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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