Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392439.5562 | 1350718.3587 | 41721.1975 | 1022031.2882 | 1428903.2807 | -406871.9925 |
Total P&L (%) | 1392.4396 | 1350.7184 | 41.7212 | 1022.0313 | 1428.9033 | -406.872 |
Avg Daily Profit (%) | 0.603 | 0.585 | 0.0181 | 0.1048 | 0.1182 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80781 | -58963 | -93419 | -1683718 | -1095236 | -797691 |
Profit Factor | 3.3627 | 5.5447 | 1.1428 | 1.1631 | 1.4654 | 0.8726 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 47.1545 | 50 | 44.2623 | 47.1545 | 50 | 44.2623 |
Ratio Avg Win / Avg Loss | 3.7685 | 5.5447 | 1.4391 | 1.3035 | 1.4654 | 1.0989 |
Largest Winning Trade | 1233782 | 1233782 | 90915 | 1135340 | 1135340 | 543300 |
Largest Losing Trade | -50579 | -26858 | -50579 | -620793 | -410165 | -620793 |
Avg Bars in Trades | 51 | 36 | 66 | 51 | 36 | 66 |
Avg Bars in Winners | 83 | 56 | 113 | 83 | 56 | 113 |
Avg Bars in Losers | 22 | 17 | 28 | 22 | 17 | 28 |
Bars Traded | 6320 | 2291 | 4029 | 6320 | 2291 | 4029 |
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 | 616761 | -134657 | -398129 | -94556 | -187903 | -743023 |
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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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