Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056032.7687 | 910992.362 | 145040.4067 | 1690191.7266 | -608422.5096 | 2298614.2361 |
Total P&L (%) | 1056.0328 | 910.9924 | 145.0404 | 1690.1917 | -608.4225 | 2298.6142 |
Avg Daily Profit (%) | 0.4421 | 0.3814 | 0.0607 | 0.1208 | 0 | 0.1331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114063 | -116744 | -25371 | -5240114 | -6365418 | -775239 |
Profit Factor | 3.2235 | 3.2618 | 3.0094 | 1.1162 | 0.9507 | 2.0447 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 55.1724 | 41.8605 | 68.1818 | 55.1724 | 41.8605 | 68.1818 |
Ratio Avg Win / Avg Loss | 2.6191 | 4.5303 | 1.4044 | 0.9069 | 1.3204 | 0.9542 |
Largest Winning Trade | 548701 | 548701 | 23164 | 4424719 | 4424719 | 801295 |
Largest Losing Trade | -52693 | -52693 | -11480 | -2721758 | -2721758 | -421116 |
Avg Bars in Trades | 74 | 136 | 14 | 74 | 136 | 14 |
Avg Bars in Winners | 95 | 222 | 19 | 95 | 222 | 19 |
Avg Bars in Losers | 49 | 74 | 4 | 49 | 74 | 4 |
Bars Traded | 6512 | 5873 | 639 | 6512 | 5873 | 639 |
Profit Streak | 0 | 107.865 | 0 | 0 | 107.865 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 618161 | 492005 | -104516 | -124716 | -581267 | -11106 |
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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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