Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1902484.9634 | 1847562.1791 | 54922.7843 | 63424.2839 | 1203728.1751 | -1140303.8913 |
Total P&L (%) | 1902.485 | 1847.5622 | 54.9228 | 63.4243 | 1203.7282 | -1140.3039 |
Avg Daily Profit (%) | 0.8091 | 0.7857 | 0.0234 | 0.0209 | 0.1093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239810 | -176919 | -107141 | -5719333 | -4051141 | -1940602 |
Profit Factor | 3.175 | 4.5123 | 1.1575 | 1.0072 | 1.2091 | 0.6254 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 40 | 33.3333 | 46.5517 | 40 | 33.3333 | 46.5517 |
Ratio Avg Win / Avg Loss | 4.7625 | 9.0245 | 1.329 | 1.5108 | 2.4181 | 0.718 |
Largest Winning Trade | 1873506 | 1873506 | 55760 | 5077629 | 5077629 | 489382 |
Largest Losing Trade | -50541 | -50541 | -43639 | -2950608 | -2950608 | -850246 |
Avg Bars in Trades | 80 | 115 | 45 | 80 | 115 | 45 |
Avg Bars in Winners | 111 | 178 | 64 | 111 | 178 | 64 |
Avg Bars in Losers | 59 | 83 | 29 | 59 | 83 | 29 |
Bars Traded | 9231 | 6579 | 2652 | 9231 | 6579 | 2652 |
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 | 563690 | -166333 | -391325 | -380464 | -232886 | -762174 |
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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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