Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478302.0673 | 1395214.7044 | 83087.3629 | 173352.1935 | -356431.3194 | 529783.5129 |
Total P&L (%) | 1478.3021 | 1395.2147 | 83.0874 | 173.3522 | -356.4313 | 529.7835 |
Avg Daily Profit (%) | 0.6278 | 0.5925 | 0.0353 | 0.0427 | 0 | 0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195102 | -75046 | -153313 | -643076 | -618577 | -305287 |
Profit Factor | 3.174 | 5.3687 | 1.2304 | 1.0796 | 0.7185 | 1.5815 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 46.5909 | 47.7273 | 45.4545 | 46.5909 | 47.7273 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.6385 | 5.88 | 1.4765 | 1.2376 | 0.787 | 1.8978 |
Largest Winning Trade | 1428769 | 1428769 | 62941 | 354000 | 183132 | 354000 |
Largest Losing Trade | -68435 | -29839 | -68435 | -244104 | -198504 | -244104 |
Avg Bars in Trades | 157 | 147 | 167 | 157 | 147 | 167 |
Avg Bars in Winners | 211 | 160 | 264 | 211 | 160 | 264 |
Avg Bars in Losers | 109 | 135 | 85 | 109 | 135 | 85 |
Bars Traded | 13824 | 6476 | 7348 | 13824 | 6476 | 7348 |
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 | 600086 | 670764 | -147811 | -269898 | -581603 | -86947 |
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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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