Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187232.5916 | 1171105.0516 | 16127.5401 | 609726.5192 | 2885189.4868 | -2275462.9676 |
Total P&L (%) | 1187.2326 | 1171.1051 | 16.1275 | 609.7265 | 2885.1895 | -2275.463 |
Avg Daily Profit (%) | 0.643 | 0.6342 | 0.0087 | 0.1062 | 0.1841 | 0 |
Buy And Hold Return (%) | 193.6566 | 193.6566 | 193.6566 | 193.6566 | 193.6566 | 193.6566 |
Max Trade Drawdown | -222585 | -97794 | -134151 | -4603690 | -1844662 | -2869095 |
Profit Factor | 2.8946 | 5.181 | 1.0465 | 1.0699 | 1.7405 | 0.5289 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 30.6931 | 29.4118 | 32 | 30.6931 | 29.4118 | 32 |
Ratio Avg Win / Avg Loss | 6.5362 | 12.4345 | 2.2239 | 2.4158 | 4.1773 | 1.124 |
Largest Winning Trade | 971744 | 971744 | 75420 | 3400646 | 3400646 | 437349 |
Largest Losing Trade | -36369 | -24344 | -36369 | -787624 | -787624 | -715561 |
Avg Bars in Trades | 103 | 94 | 112 | 103 | 94 | 112 |
Avg Bars in Winners | 247 | 223 | 271 | 247 | 223 | 271 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 10435 | 4804 | 5631 | 10435 | 4804 | 5631 |
Profit Streak | 0 | 0 | 75.1809 | 0 | 0 | 75.1809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343132 | -171661 | -701659 | -203583 | -179502 | -765608 |
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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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