Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863452.2264 | 660664.7116 | 202787.5147 | 4503992.0737 | -2291268.1118 | 6795260.1855 |
Total P&L (%) | 863.4522 | 660.6647 | 202.7875 | 4503.9921 | -2291.2681 | 6795.2602 |
Avg Daily Profit (%) | 0.3658 | 0.2799 | 0.0859 | 0.1624 | 0 | 0.1795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120977 | -57538 | -101269 | -6104404 | -5619843 | -2550868 |
Profit Factor | 2.3928 | 3.1511 | 1.6483 | 1.2305 | 0.7996 | 1.8386 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 36.3636 | 30.9091 | 41.8182 | 36.3636 | 30.9091 | 41.8182 |
Ratio Avg Win / Avg Loss | 4.1874 | 7.0436 | 2.2932 | 2.1534 | 1.7875 | 2.558 |
Largest Winning Trade | 338619 | 338619 | 63149 | 4127288 | 2417662 | 4127288 |
Largest Losing Trade | -49735 | -23136 | -49735 | -1966830 | -1742795 | -1966830 |
Avg Bars in Trades | 83 | 64 | 102 | 83 | 64 | 102 |
Avg Bars in Winners | 175 | 138 | 202 | 175 | 138 | 202 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 9214 | 3550 | 5664 | 9214 | 3550 | 5664 |
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 | 324085 | -173015 | -258376 | 125125 | -765757 | -171885 |
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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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