Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180690.6603 | 1188168.7773 | -7478.1169 | 105940.6205 | 1306415.9884 | -1200475.3679 |
Total P&L (%) | 1180.6907 | 1188.1688 | -7.4781 | 105.9406 | 1306.416 | -1200.4754 |
Avg Daily Profit (%) | 0.5667 | 0.5703 | -0.0036 | 0.0347 | 0.127 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135291 | -142588 | -111758 | -3284347 | -2421407 | -1781863 |
Profit Factor | 2.1725 | 3.3835 | 0.9853 | 1.0109 | 1.2603 | 0.7469 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 32.2034 | 25.4237 | 38.9831 | 32.2034 | 25.4237 | 38.9831 |
Ratio Avg Win / Avg Loss | 4.5736 | 9.9251 | 1.5422 | 2.1281 | 3.6968 | 1.1691 |
Largest Winning Trade | 894713 | 894713 | 65901 | 2101930 | 2101930 | 835479 |
Largest Losing Trade | -46587 | -46587 | -42347 | -1294047 | -820750 | -1294047 |
Avg Bars in Trades | 209 | 200 | 217 | 209 | 200 | 217 |
Avg Bars in Winners | 383 | 434 | 350 | 383 | 434 | 350 |
Avg Bars in Losers | 126 | 120 | 133 | 126 | 120 | 133 |
Bars Traded | 24689 | 11828 | 12861 | 24689 | 11828 | 12861 |
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 | 313111 | -187232 | -759242 | -360651 | -227042 | -760353 |
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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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