Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308024.9395 | 1222230.8867 | 85794.0528 | 675796.8675 | 1836500.4399 | -1160703.5724 |
Total P&L (%) | 1308.0249 | 1222.2309 | 85.7941 | 675.7969 | 1836.5004 | -1160.7036 |
Avg Daily Profit (%) | 0.5491 | 0.5131 | 0.036 | 0.086 | 0.1245 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194942 | -115962 | -98318 | -6978349 | -5943626 | -4782942 |
Profit Factor | 2.3226 | 3.3679 | 1.1815 | 1.0264 | 1.1331 | 0.9015 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 34.9594 | 30.6452 | 39.3443 | 34.9594 | 30.6452 | 39.3443 |
Ratio Avg Win / Avg Loss | 4.3211 | 7.622 | 1.8214 | 1.9096 | 2.5645 | 1.3897 |
Largest Winning Trade | 927416 | 927416 | 65789 | 3965031 | 3965031 | 2886709 |
Largest Losing Trade | -35678 | -30090 | -35678 | -2240689 | -1425099 | -2240689 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 74 | 71 | 76 | 74 | 71 | 76 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 4643 | 2042 | 2601 | 4643 | 2042 | 2601 |
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 | 357180 | -144831 | -330702 | -273533 | -261364 | -745213 |
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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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