Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769610.9606 | 1647136.1871 | 122474.7734 | 549165.0937 | -367710.5326 | 916875.6263 |
Total P&L (%) | 1769.611 | 1647.1362 | 122.4748 | 549.1651 | -367.7105 | 916.8756 |
Avg Daily Profit (%) | 0.749 | 0.6971 | 0.0518 | 0.0792 | 0 | 0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125217 | -122606 | -87049 | -2940348 | -2832969 | -1058341 |
Profit Factor | 3.5477 | 5.4692 | 1.3757 | 1.0746 | 0.9149 | 1.3018 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 4.1928 | 7.6569 | 1.3757 | 1.27 | 1.2809 | 1.3018 |
Largest Winning Trade | 1652623 | 1652623 | 61955 | 1309577 | 1309577 | 692900 |
Largest Losing Trade | -43488 | -30738 | -43488 | -1058341 | -946345 | -1058341 |
Avg Bars in Trades | 95 | 84 | 107 | 95 | 84 | 107 |
Avg Bars in Winners | 132 | 122 | 140 | 132 | 122 | 140 |
Avg Bars in Losers | 65 | 56 | 75 | 65 | 56 | 75 |
Bars Traded | 9205 | 4036 | 5169 | 9205 | 4036 | 5169 |
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 | 651426 | 621854 | -123056 | -226607 | -582263 | -61259 |
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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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