Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018787.2668 | 914095.515 | 104691.7518 | 1354543.3258 | 2024904.3415 | -670361.0157 |
Total P&L (%) | 1018.7873 | 914.0955 | 104.6918 | 1354.5433 | 2024.9043 | -670.361 |
Avg Daily Profit (%) | 0.4395 | 0.3943 | 0.0452 | 0.1156 | 0.1319 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101775 | -153493 | -125824 | -2926806 | -2557867 | -2712640 |
Profit Factor | 2.2639 | 3.1542 | 1.2742 | 1.1255 | 1.3419 | 0.8623 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 45.7447 | 46.8085 | 44.6809 | 45.7447 | 46.8085 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.6851 | 3.5844 | 1.5776 | 1.3349 | 1.5249 | 1.0676 |
Largest Winning Trade | 330622 | 330622 | 62802 | 2428301 | 2428301 | 771897 |
Largest Losing Trade | -62285 | -62285 | -57309 | -1889218 | -1246317 | -1889218 |
Avg Bars in Trades | 94 | 104 | 84 | 94 | 104 | 84 |
Avg Bars in Winners | 128 | 126 | 130 | 128 | 126 | 130 |
Avg Bars in Losers | 65 | 84 | 46 | 65 | 84 | 46 |
Bars Traded | 8857 | 4909 | 3948 | 8857 | 4909 | 3948 |
Profit Streak | 0 | 0 | 147.6298 | 0 | 0 | 147.6298 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467645 | 524395 | -132573 | -122143 | -16181 | -580136 |
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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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