Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009806.871 | 819184.9996 | 190621.8714 | 2503570.8529 | -93735.4689 | 2597306.3218 |
Total P&L (%) | 1009.8069 | 819.185 | 190.6219 | 2503.5709 | -93.7355 | 2597.3063 |
Avg Daily Profit (%) | 0.5452 | 0.4422 | 0.1029 | 0.1761 | -0.1494 | 0.178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58860 | -100025 | -43649 | -2535951 | -2397599 | -1129304 |
Profit Factor | 2.7178 | 3.461 | 1.7476 | 1.2323 | 0.9847 | 1.558 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 75 | 45 | 30 | 75 | 45 | 30 |
Profitability (%) | 40 | 28.5714 | 51.6129 | 40 | 28.5714 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.0768 | 8.6525 | 1.6384 | 1.8484 | 2.4617 | 1.4606 |
Largest Winning Trade | 704718 | 704718 | 55566 | 2308980 | 2308980 | 1249933 |
Largest Losing Trade | -23926 | -23926 | -19493 | -847150 | -661039 | -847150 |
Avg Bars in Trades | 85 | 74 | 97 | 85 | 74 | 97 |
Avg Bars in Winners | 161 | 175 | 153 | 161 | 175 | 153 |
Avg Bars in Losers | 35 | 34 | 37 | 35 | 34 | 37 |
Bars Traded | 10747 | 4701 | 6046 | 10747 | 4701 | 6046 |
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 | 454174 | -144304 | -206252 | 182069 | -739032 | -144461 |
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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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