Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975062.9813 | 767566.0122 | 207496.9691 | 1305982.4111 | -751595.1672 | 2057577.5783 |
Total P&L (%) | 975.063 | 767.566 | 207.497 | 1305.9824 | -751.5952 | 2057.5776 |
Avg Daily Profit (%) | 0.655 | 0.5156 | 0.1394 | 0.1777 | 0 | 0.2065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199150 | -135136 | -96104 | -13012751 | -11619552 | -5374182 |
Profit Factor | 2.388 | 2.7226 | 1.8076 | 1.0336 | 0.9701 | 1.1507 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 39.3162 | 33.8983 | 44.8276 | 39.3162 | 33.8983 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.6858 | 5.3091 | 2.2248 | 1.5954 | 1.8918 | 1.4163 |
Largest Winning Trade | 550519 | 550519 | 65935 | 8258476 | 8258476 | 2561352 |
Largest Losing Trade | -51649 | -51649 | -32693 | -3774167 | -3774167 | -2324269 |
Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Winners | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 4321 | 2253 | 2068 | 4321 | 2253 | 2068 |
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 | 454729 | -167289 | -185598 | -178412 | -761220 | -228676 |
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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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