Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513717.2722 | 1402969.0714 | 110748.2009 | 423570.4079 | -818186.9827 | 1241757.3906 |
Total P&L (%) | 1513.7173 | 1402.9691 | 110.7482 | 423.5704 | -818.187 | 1241.7574 |
Avg Daily Profit (%) | 0.6399 | 0.5931 | 0.0468 | 0.07 | 0 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130072 | -104763 | -114150 | -1866752 | -1865536 | -726199 |
Profit Factor | 2.7715 | 4.0916 | 1.2764 | 1.0634 | 0.7978 | 1.4709 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
Profitability (%) | 43.2692 | 28.8462 | 57.6923 | 43.2692 | 28.8462 | 57.6923 |
Ratio Avg Win / Avg Loss | 3.6338 | 10.0925 | 0.936 | 1.3942 | 1.9679 | 1.0787 |
Largest Winning Trade | 1309666 | 1309666 | 56432 | 851112 | 851112 | 667818 |
Largest Losing Trade | -43608 | -33803 | -43608 | -499477 | -448338 | -499477 |
Avg Bars in Trades | 134 | 119 | 148 | 134 | 119 | 148 |
Avg Bars in Winners | 219 | 242 | 207 | 219 | 242 | 207 |
Avg Bars in Losers | 69 | 70 | 69 | 69 | 70 | 69 |
Bars Traded | 13976 | 6229 | 7747 | 13976 | 6229 | 7747 |
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 | 530842 | -174670 | -311171 | -252621 | -771196 | -223891 |
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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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