Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529276.7841 | 1417758.0253 | 111518.7587 | 1519520.3429 | -485781.3112 | 2005301.6541 |
Total P&L (%) | 1529.2768 | 1417.758 | 111.5188 | 1519.5203 | -485.7813 | 2005.3017 |
Avg Daily Profit (%) | 0.8237 | 0.7636 | 0.0601 | 0.1501 | 0 | 0.1643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110802 | -93430 | -81874 | -4504659 | -3835477 | -1996166 |
Profit Factor | 3.3998 | 5.5255 | 1.3442 | 1.1049 | 0.9379 | 1.3011 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 31.8584 | 26.7857 | 36.8421 | 31.8584 | 26.7857 | 36.8421 |
Ratio Avg Win / Avg Loss | 7.2718 | 15.103 | 2.3044 | 2.3633 | 2.5636 | 2.2305 |
Largest Winning Trade | 1307279 | 1307279 | 64400 | 2105343 | 2105343 | 1177687 |
Largest Losing Trade | -33700 | -25924 | -33700 | -1621972 | -782936 | -1621972 |
Avg Bars in Trades | 195 | 173 | 217 | 195 | 173 | 217 |
Avg Bars in Winners | 429 | 434 | 425 | 429 | 434 | 425 |
Avg Bars in Losers | 86 | 78 | 96 | 86 | 78 | 96 |
Bars Traded | 22128 | 9729 | 12399 | 22128 | 9729 | 12399 |
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 | 465596 | -181242 | -296701 | -103130 | -780277 | -176516 |
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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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