Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1917242.6838 | 1824969.2766 | 92273.4073 | 5664071.594 | -603884.2057 | 6267955.7997 |
Total P&L (%) | 1917.2427 | 1824.9693 | 92.2734 | 5664.0716 | -603.8842 | 6267.9558 |
Avg Daily Profit (%) | 1.0648 | 1.0136 | 0.0512 | 0.2254 | 0 | 0.231 |
Buy And Hold Return (%) | 531.8666 | 531.8666 | 531.8666 | 531.8666 | 531.8666 | 531.8666 |
Max Trade Drawdown | -99753 | -95806 | -64745 | -11907397 | -10975897 | -6428404 |
Profit Factor | 4.5652 | 7.5613 | 1.3554 | 1.1385 | 0.9729 | 1.3365 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 40.3846 | 36.5385 | 44.2308 | 40.3846 | 36.5385 | 44.2308 |
Ratio Avg Win / Avg Loss | 6.7392 | 13.1328 | 1.709 | 1.6806 | 1.6898 | 1.6852 |
Largest Winning Trade | 974004 | 974004 | 69926 | 5491222 | 5491222 | 3606479 |
Largest Losing Trade | -40097 | -26875 | -40097 | -2463331 | -1833121 | -2463331 |
Avg Bars in Trades | 101 | 80 | 122 | 101 | 80 | 122 |
Avg Bars in Winners | 193 | 155 | 225 | 193 | 155 | 225 |
Avg Bars in Losers | 39 | 36 | 41 | 39 | 36 | 41 |
Bars Traded | 10562 | 4177 | 6385 | 10562 | 4177 | 6385 |
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 | 534089 | -166138 | -471017 | -62326 | -763290 | -172578 |
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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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