Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013045.2546 | 800236.0093 | 212809.2453 | 6414904.5848 | -463047.0239 | 6877951.6086 |
Total P&L (%) | 1013.0453 | 800.236 | 212.8092 | 6414.9046 | -463.047 | 6877.9516 |
Avg Daily Profit (%) | 0.4307 | 0.3402 | 0.0905 | 0.1777 | 0 | 0.1807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90993 | -67608 | -145931 | -6723321 | -4861406 | -2897292 |
Profit Factor | 2.5325 | 3.4666 | 1.6322 | 1.3841 | 0.9522 | 1.9797 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 37.7049 | 31.1475 | 44.2623 | 37.7049 | 31.1475 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.1842 | 7.663 | 2.0554 | 2.2867 | 2.1048 | 2.493 |
Largest Winning Trade | 508484 | 508484 | 68314 | 5373046 | 3355252 | 5373046 |
Largest Losing Trade | -46753 | -20675 | -46753 | -2764438 | -1544054 | -2764438 |
Avg Bars in Trades | 37 | 28 | 47 | 37 | 28 | 47 |
Avg Bars in Winners | 74 | 56 | 86 | 74 | 56 | 86 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 4601 | 1710 | 2891 | 4601 | 1710 | 2891 |
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 | 373675 | -153145 | -232987 | 183545 | -747012 | -152278 |
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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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