Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420032.967 | 1274012.4867 | 146020.4803 | 841657.883 | -261243.2848 | 1102901.1679 |
Total P&L (%) | 1420.033 | 1274.0125 | 146.0205 | 841.6579 | -261.2433 | 1102.9012 |
Avg Daily Profit (%) | 0.6039 | 0.5418 | 0.0621 | 0.0954 | 0 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129953 | -98494 | -130148 | -1000550 | -689016 | -455892 |
Profit Factor | 2.8925 | 4.4176 | 1.3868 | 1.2522 | 0.8656 | 1.7916 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 67 | 41 | 26 | 67 | 41 | 26 |
Profitability (%) | 41.7391 | 29.3103 | 54.386 | 41.7391 | 29.3103 | 54.386 |
Ratio Avg Win / Avg Loss | 4.0375 | 10.6541 | 1.1631 | 1.7478 | 2.0877 | 1.5027 |
Largest Winning Trade | 1166366 | 1166366 | 60513 | 579344 | 451569 | 579344 |
Largest Losing Trade | -59611 | -21139 | -59611 | -353663 | -273405 | -353663 |
Avg Bars in Trades | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Winners | 129 | 130 | 128 | 129 | 130 | 128 |
Avg Bars in Losers | 46 | 46 | 45 | 46 | 46 | 45 |
Bars Traded | 9279 | 4116 | 5163 | 9279 | 4116 | 5163 |
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 | 507789 | -172823 | -288883 | -67182 | -769150 | -227368 |
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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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