Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1699522.2536 | 1607515.4893 | 92006.7643 | 576170.2838 | -311744.2391 | 887914.5229 |
Total P&L (%) | 1699.5223 | 1607.5155 | 92.0068 | 576.1703 | -311.7442 | 887.9145 |
Avg Daily Profit (%) | 0.7227 | 0.6836 | 0.0391 | 0.0813 | 0 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128662 | -74884 | -117033 | -808349 | -956512 | -232054 |
Profit Factor | 3.8668 | 5.8955 | 1.3479 | 1.2069 | 0.8366 | 2.0128 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 39.0805 | 31.8182 | 46.5116 | 39.0805 | 31.8182 | 46.5116 |
Ratio Avg Win / Avg Loss | 6.0277 | 12.6332 | 1.5501 | 1.8813 | 1.7928 | 2.3147 |
Largest Winning Trade | 1583734 | 1583734 | 65091 | 450577 | 450577 | 448876 |
Largest Losing Trade | -57777 | -38328 | -57777 | -355694 | -355694 | -205261 |
Avg Bars in Trades | 101 | 80 | 122 | 101 | 80 | 122 |
Avg Bars in Winners | 173 | 159 | 183 | 173 | 159 | 183 |
Avg Bars in Losers | 55 | 44 | 69 | 55 | 44 | 69 |
Bars Traded | 8821 | 3551 | 5270 | 8821 | 3551 | 5270 |
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 | 556395 | 489981 | -140454 | -87361 | -585012 | -59937 |
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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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