Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205723.6117 | 1128715.7485 | 77007.8631 | -1840382.5622 | -118898.9795 | -1721483.5827 |
Total P&L (%) | 1205.7236 | 1128.7157 | 77.0079 | -1840.3826 | -118.899 | -1721.4836 |
Avg Daily Profit (%) | 0.5055 | 0.4732 | 0.0323 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116792 | -76865 | -83325 | -6001147 | -2878684 | -3483776 |
Profit Factor | 2.7585 | 4.6888 | 1.2028 | 0.8323 | 0.9774 | 0.6987 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 27 | 11 | 16 | 62 | 34 | 28 |
Losing Trades | 63 | 34 | 29 | 28 | 11 | 17 |
Profitability (%) | 30 | 24.4444 | 35.5556 | 68.8889 | 75.5556 | 62.2222 |
Ratio Avg Win / Avg Loss | 6.4365 | 14.4926 | 2.1801 | 0.3759 | 0.3162 | 0.4242 |
Largest Winning Trade | 731789 | 731789 | 68167 | 844027 | 844027 | 609088 |
Largest Losing Trade | -132318 | -26359 | -132318 | -1934745 | -1440296 | -1934745 |
Avg Bars in Trades | 103 | 88 | 118 | 103 | 88 | 118 |
Avg Bars in Winners | 276 | 253 | 292 | 29 | 34 | 22 |
Avg Bars in Losers | 29 | 34 | 22 | 267 | 253 | 276 |
Bars Traded | 9292 | 3966 | 5326 | 9292 | 3966 | 5326 |
Profit Streak | 0 | 0 | 0 | 25.9332 | 45.1832 | 25.9332 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301507 | -14257 | -154709 | -576347 | -575906 | -578585 |
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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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