Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215499.8279 | 1152156.766 | 63343.0618 | 396380.8913 | 2050387.0934 | -1654006.2021 |
Total P&L (%) | 1215.4998 | 1152.1568 | 63.3431 | 396.3809 | 2050.3871 | -1654.0062 |
Avg Daily Profit (%) | 0.5116 | 0.4849 | 0.0267 | 0.0675 | 0.1292 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137146 | -128443 | -103542 | -3740669 | -2671404 | -2123519 |
Profit Factor | 2.2152 | 3.2926 | 1.1273 | 1.034 | 1.3526 | 0.7171 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 36.8 | 28.5714 | 45.1613 | 36.8 | 28.5714 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.8044 | 8.2315 | 1.3688 | 1.7758 | 3.3814 | 0.8708 |
Largest Winning Trade | 884291 | 884291 | 61642 | 2122574 | 2122574 | 695156 |
Largest Losing Trade | -40987 | -40987 | -34633 | -820513 | -667229 | -820513 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 66 | 75 | 60 | 66 | 75 | 60 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 4640 | 2130 | 2510 | 4640 | 2130 | 2510 |
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 | 364123 | -144264 | -394285 | -289700 | -179614 | -736840 |
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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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