Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068955.4837 | 1039733.15 | 29222.3337 | 26467.1453 | -26644.5797 | 53111.7249 |
Total P&L (%) | 1068.9555 | 1039.7332 | 29.2223 | 26.4671 | -26.6446 | 53.1117 |
Avg Daily Profit (%) | 0.5131 | 0.4991 | 0.014 | 0.0113 | -0.0149 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186990 | -192147 | -42063 | -2441629 | -2641689 | -666955 |
Profit Factor | 2.5454 | 3.0111 | 1.1673 | 1.0049 | 0.9935 | 1.0395 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 38.835 | 31.3725 | 46.1538 | 38.835 | 31.3725 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.009 | 6.5867 | 1.3618 | 1.5827 | 2.1733 | 1.2128 |
Largest Winning Trade | 1101056 | 1101056 | 32656 | 1807816 | 1807816 | 379917 |
Largest Losing Trade | -36165 | -36165 | -25369 | -526660 | -450095 | -526660 |
Avg Bars in Trades | 230 | 415 | 49 | 230 | 415 | 49 |
Avg Bars in Winners | 334 | 757 | 51 | 334 | 757 | 51 |
Avg Bars in Losers | 165 | 259 | 47 | 165 | 259 | 47 |
Bars Traded | 23774 | 21204 | 2570 | 23774 | 21204 | 2570 |
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 | 413954 | -171231 | -395344 | -399336 | -765577 | -525266 |
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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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