Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672734.7683 | 1519315.8683 | 153418.9 | 1392085.1289 | -1581782.6983 | 2973867.8272 |
Total P&L (%) | 1672.7348 | 1519.3159 | 153.4189 | 1392.0851 | -1581.7827 | 2973.8678 |
Avg Daily Profit (%) | 0.7083 | 0.6434 | 0.065 | 0.1145 | 0 | 0.1452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102703 | -81313 | -101746 | -3611272 | -3532005 | -1337738 |
Profit Factor | 3.4783 | 5.2468 | 1.4837 | 1.1433 | 0.7453 | 1.8491 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 38.0435 | 26.087 | 50 | 38.0435 | 26.087 | 50 |
Ratio Avg Win / Avg Loss | 5.6647 | 14.866 | 1.4837 | 1.862 | 2.1116 | 1.8491 |
Largest Winning Trade | 1460614 | 1460614 | 61855 | 1387678 | 1172574 | 1387678 |
Largest Losing Trade | -33226 | -30681 | -33226 | -1191812 | -1191812 | -594679 |
Avg Bars in Trades | 100 | 84 | 115 | 100 | 84 | 115 |
Avg Bars in Winners | 184 | 181 | 185 | 184 | 181 | 185 |
Avg Bars in Losers | 48 | 50 | 45 | 48 | 50 | 45 |
Bars Traded | 9206 | 3885 | 5321 | 9206 | 3885 | 5321 |
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 | 526727 | -5147 | -104903 | -105855 | -602950 | 170720 |
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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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