Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1871351.9166 | 1669623.7367 | 201728.18 | 4632560.8228 | -2435994.7105 | 7068555.5334 |
Total P&L (%) | 1871.3519 | 1669.6237 | 201.7282 | 4632.5608 | -2435.9947 | 7068.5555 |
Avg Daily Profit (%) | 0.793 | 0.7075 | 0.0855 | 0.1636 | 0 | 0.1812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126154 | -79357 | -71794 | -8682740 | -6052346 | -3707883 |
Profit Factor | 3.5558 | 5.2721 | 1.5909 | 1.1848 | 0.8278 | 1.6471 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 29.078 | 23.9437 | 34.2857 | 29.078 | 23.9437 | 34.2857 |
Ratio Avg Win / Avg Loss | 8.6726 | 16.7466 | 3.0492 | 2.8898 | 2.6294 | 3.1569 |
Largest Winning Trade | 1531284 | 1531284 | 61380 | 5072621 | 3895070 | 5072621 |
Largest Losing Trade | -24968 | -16514 | -24968 | -2424767 | -2215453 | -2424767 |
Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Winners | 166 | 147 | 180 | 166 | 147 | 180 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 9259 | 3832 | 5427 | 9259 | 3832 | 5427 |
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 | 301469 | -101058 | -176420 | -19874 | -699428 | -89572 |
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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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