Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830383.6829 | 614210.0415 | 216173.6414 | 1616208.62 | 2042481.7309 | -426273.1109 |
Total P&L (%) | 830.3837 | 614.21 | 216.1736 | 1616.2086 | 2042.4817 | -426.2731 |
Avg Daily Profit (%) | 0.5608 | 0.4148 | 0.146 | 0.1922 | 0.2072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119380 | -86325 | -50161 | -4784442 | -2724152 | -2586223 |
Profit Factor | 2.3273 | 2.6965 | 1.8202 | 1.1247 | 1.3032 | 0.9315 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 33 | 9 | 24 | 33 | 9 | 24 |
Losing Trades | 68 | 42 | 26 | 68 | 42 | 26 |
Profitability (%) | 32.6733 | 17.6471 | 48 | 32.6733 | 17.6471 | 48 |
Ratio Avg Win / Avg Loss | 4.7957 | 12.5836 | 1.9719 | 2.3175 | 6.0816 | 1.0092 |
Largest Winning Trade | 384774 | 384774 | 66037 | 3572944 | 3572944 | 601654 |
Largest Losing Trade | -35586 | -23373 | -35586 | -2278862 | -1009881 | -2278862 |
Avg Bars in Trades | 172 | 133 | 211 | 172 | 133 | 211 |
Avg Bars in Winners | 338 | 341 | 337 | 338 | 341 | 337 |
Avg Bars in Losers | 91 | 89 | 95 | 91 | 89 | 95 |
Bars Traded | 17402 | 6824 | 10578 | 17402 | 6824 | 10578 |
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 | 327033 | -227537 | -175523 | -80761 | -233241 | -759944 |
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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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