Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482307.6523 | 1295827.83 | 186479.8222 | 3668980.3564 | -1239642.9577 | 4908623.3141 |
Total P&L (%) | 1482.3077 | 1295.8278 | 186.4798 | 3668.9804 | -1239.643 | 4908.6233 |
Avg Daily Profit (%) | 0.6201 | 0.5421 | 0.078 | 0.1519 | 0 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138572 | -82745 | -101428 | -9802989 | -10293364 | -5904633 |
Profit Factor | 3.1419 | 4.6454 | 1.5541 | 1.0978 | 0.9402 | 1.2923 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 41.3793 | 36.3636 | 46.5116 | 41.3793 | 36.3636 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.4511 | 8.1294 | 1.7872 | 1.5552 | 1.6454 | 1.4862 |
Largest Winning Trade | 833416 | 833416 | 69656 | 7605985 | 7605985 | 3899124 |
Largest Losing Trade | -39261 | -39261 | -33343 | -3255474 | -3255474 | -2574251 |
Avg Bars in Trades | 159 | 134 | 186 | 159 | 134 | 186 |
Avg Bars in Winners | 261 | 229 | 287 | 261 | 229 | 287 |
Avg Bars in Losers | 88 | 79 | 98 | 88 | 79 | 98 |
Bars Traded | 13910 | 5912 | 7998 | 13910 | 5912 | 7998 |
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 | 522433 | 477062 | -87352 | -107351 | -583244 | 232560 |
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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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