Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262648.2134 | 1285950.8948 | -23302.6813 | -48149.5725 | 129216.4088 | -177365.9813 |
Total P&L (%) | 1262.6482 | 1285.9509 | -23.3027 | -48.1496 | 129.2164 | -177.366 |
Avg Daily Profit (%) | 0.6592 | 0.6713 | -0.0122 | -0.0343 | 0.0433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -382412 | -265484 | -120871 | -1545294 | -1133774 | -467523 |
Profit Factor | 2.5276 | 3.5667 | 0.9284 | 0.9822 | 1.0785 | 0.8328 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 37.1859 | 31.3131 | 43 | 37.1859 | 31.3131 | 43 |
Ratio Avg Win / Avg Loss | 4.2696 | 7.8237 | 1.2307 | 1.6591 | 2.3657 | 1.1039 |
Largest Winning Trade | 1401118 | 1401118 | 28485 | 1283137 | 1283137 | 221293 |
Largest Losing Trade | -45918 | -45918 | -28501 | -254486 | -254486 | -188879 |
Avg Bars in Trades | 55 | 82 | 29 | 55 | 82 | 29 |
Avg Bars in Winners | 99 | 183 | 39 | 99 | 183 | 39 |
Avg Bars in Losers | 30 | 36 | 22 | 30 | 36 | 22 |
Bars Traded | 11137 | 8172 | 2965 | 11137 | 8172 | 2965 |
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 | 462214 | 405101 | -581843 | -581941 | -275715 | -581843 |
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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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