Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1650322.6291 | 1534858.1959 | 115464.4332 | 658434.9602 | -204722.8406 | 863157.8008 |
Total P&L (%) | 1650.3226 | 1534.8582 | 115.4644 | 658.435 | -204.7228 | 863.1578 |
Avg Daily Profit (%) | 0.7 | 0.651 | 0.049 | 0.086 | 0 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121060 | -100615 | -128460 | -981612 | -705563 | -404868 |
Profit Factor | 3.2219 | 5.2165 | 1.3049 | 1.1946 | 0.8946 | 1.5992 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 41.2371 | 32.6531 | 50 | 41.2371 | 32.6531 | 50 |
Ratio Avg Win / Avg Loss | 4.5911 | 10.759 | 1.3049 | 1.7023 | 1.8452 | 1.5992 |
Largest Winning Trade | 1479677 | 1479677 | 68335 | 510000 | 510000 | 455718 |
Largest Losing Trade | -44166 | -28868 | -44166 | -254692 | -254692 | -250460 |
Avg Bars in Trades | 95 | 81 | 110 | 95 | 81 | 110 |
Avg Bars in Winners | 169 | 158 | 176 | 169 | 158 | 176 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 9269 | 3976 | 5293 | 9269 | 3976 | 5293 |
Profit Streak | 0 | 0 | 143.7633 | 0 | 0 | 143.7633 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551511 | 475065 | -126346 | -86275 | -584649 | -60164 |
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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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