Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992530.0256 | 769829.3334 | 222700.6922 | 8456491.1465 | -5188319.6845 | 13644810.8311 |
Total P&L (%) | 992.53 | 769.8293 | 222.7007 | 8456.4911 | -5188.3197 | 13644.8108 |
Avg Daily Profit (%) | 0.4215 | 0.3269 | 0.0946 | 0.1891 | 0 | 0.2093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128040 | -77225 | -81880 | -26471493 | -16286047 | -10185445 |
Profit Factor | 2.3476 | 3.0276 | 1.6241 | 1.1739 | 0.8168 | 1.6715 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 39.8438 | 34.375 | 45.3125 | 39.8438 | 34.375 | 45.3125 |
Ratio Avg Win / Avg Loss | 3.5444 | 5.7799 | 1.9601 | 1.7723 | 1.5593 | 2.0173 |
Largest Winning Trade | 279657 | 279657 | 64952 | 13792806 | 10169025 | 13792806 |
Largest Losing Trade | -28936 | -26145 | -28936 | -6840038 | -6840038 | -4603387 |
Avg Bars in Trades | 53 | 45 | 62 | 53 | 45 | 62 |
Avg Bars in Winners | 103 | 93 | 111 | 103 | 93 | 111 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 6909 | 2929 | 3980 | 6909 | 2929 | 3980 |
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 | 388483 | -130628 | -204925 | -23824 | -723534 | -129997 |
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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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