Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049794.5123 | 844672.7594 | 205121.7529 | 3541052.8921 | -1450866.6591 | 4991919.5512 |
Total P&L (%) | 1049.7945 | 844.6728 | 205.1218 | 3541.0529 | -1450.8667 | 4991.9196 |
Avg Daily Profit (%) | 0.5685 | 0.4574 | 0.1111 | 0.1949 | 0 | 0.2131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73663 | -70165 | -46631 | -5917159 | -4501813 | -3290067 |
Profit Factor | 2.7059 | 3.5385 | 1.7257 | 1.1286 | 0.9008 | 1.3869 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 59 | 22 | 37 | 59 | 22 | 37 |
Losing Trades | 118 | 67 | 51 | 118 | 67 | 51 |
Profitability (%) | 33.3333 | 24.7191 | 42.0455 | 33.3333 | 24.7191 | 42.0455 |
Ratio Avg Win / Avg Loss | 5.4118 | 10.7762 | 2.3787 | 2.2572 | 2.7434 | 1.9117 |
Largest Winning Trade | 734688 | 734688 | 49118 | 3870256 | 3870256 | 2580781 |
Largest Losing Trade | -26156 | -26156 | -16805 | -1142196 | -1142196 | -1101360 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 91 | 102 | 84 | 91 | 102 | 84 |
Avg Bars in Losers | 15 | 11 | 19 | 15 | 11 | 19 |
Bars Traded | 7166 | 3049 | 4117 | 7166 | 3049 | 4117 |
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 | 388642 | -14407 | -44831 | -75496 | -609369 | 232670 |
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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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