Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388468.7069 | 1268958.9412 | 119509.7657 | 1236500.7643 | -861881.5616 | 2098382.3259 |
Total P&L (%) | 1388.4687 | 1268.9589 | 119.5098 | 1236.5008 | -861.8816 | 2098.3823 |
Avg Daily Profit (%) | 0.7483 | 0.6839 | 0.0644 | 0.1398 | 0 | 0.1667 |
Buy And Hold Return (%) | 18.3437 | 18.3437 | 18.3437 | 18.3437 | 18.3437 | 18.3437 |
Max Trade Drawdown | -96411 | -124026 | -65240 | -1579462 | -2723493 | -677647 |
Profit Factor | 3.3487 | 4.2187 | 1.6069 | 1.1404 | 0.8644 | 1.8572 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 43.5644 | 34 | 52.9412 | 43.5644 | 34 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.338 | 8.1893 | 1.4283 | 1.4774 | 1.678 | 1.6508 |
Largest Winning Trade | 1178066 | 1178066 | 30211 | 964844 | 964844 | 529072 |
Largest Losing Trade | -30403 | -24394 | -30403 | -555223 | -555223 | -394397 |
Avg Bars in Trades | 218 | 312 | 126 | 218 | 312 | 126 |
Avg Bars in Winners | 314 | 543 | 170 | 314 | 543 | 170 |
Avg Bars in Losers | 144 | 193 | 77 | 144 | 193 | 77 |
Bars Traded | 22061 | 15607 | 6454 | 22061 | 15607 | 6454 |
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 | 608151 | -166881 | -284995 | -74230 | -764277 | -168396 |
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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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