Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452321.3449 | 1257513.9747 | 194807.3702 | 2653653.1527 | -3775011.5336 | 6428664.6863 |
Total P&L (%) | 1452.3213 | 1257.514 | 194.8074 | 2653.6532 | -3775.0115 | 6428.6647 |
Avg Daily Profit (%) | 0.6137 | 0.5313 | 0.0823 | 0.1402 | 0 | 0.1767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130026 | -85663 | -130224 | -6930295 | -6948003 | -2052266 |
Profit Factor | 3.4962 | 4.5804 | 1.8448 | 1.1761 | 0.6683 | 2.7429 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 43.2099 | 31.7073 | 55 | 43.2099 | 31.7073 | 55 |
Ratio Avg Win / Avg Loss | 4.595 | 9.8654 | 1.5094 | 1.5457 | 1.4394 | 2.2442 |
Largest Winning Trade | 1130506 | 1130506 | 62705 | 3362957 | 2109628 | 3362957 |
Largest Losing Trade | -48054 | -28094 | -48054 | -2113915 | -2113915 | -1380328 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 137 | 151 | 129 | 137 | 151 | 129 |
Avg Bars in Losers | 46 | 49 | 41 | 46 | 49 | 41 |
Bars Traded | 6947 | 3350 | 3597 | 6947 | 3350 | 3597 |
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 | -657 | 406039 | -78878 | -50097 | -586189 | 494965 |
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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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