Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1698930.3238 | 1774923.3351 | -75993.0113 | -68788.8989 | 462619.7024 | -531408.6012 |
Total P&L (%) | 1698.9303 | 1774.9233 | -75.993 | -68.7889 | 462.6197 | -531.4086 |
Avg Daily Profit (%) | 0.9152 | 0.9561 | -0.0409 | -0.0627 | 0.0931 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270838 | -226391 | -82948 | -1533706 | -1173647 | -537837 |
Profit Factor | 3.3027 | 4.1879 | 0.5803 | 0.9779 | 1.2067 | 0.3974 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 33.945 | 25.9259 | 41.8182 | 33.945 | 25.9259 | 41.8182 |
Ratio Avg Win / Avg Loss | 6.4268 | 11.9655 | 0.8073 | 1.903 | 3.4478 | 0.5529 |
Largest Winning Trade | 1808952 | 1808952 | 14026 | 1454321 | 1454321 | 187235 |
Largest Losing Trade | -44398 | -44398 | -23141 | -464755 | -464755 | -214650 |
Avg Bars in Trades | 199 | 372 | 29 | 199 | 372 | 29 |
Avg Bars in Winners | 305 | 754 | 32 | 305 | 754 | 32 |
Avg Bars in Losers | 144 | 238 | 26 | 144 | 238 | 26 |
Bars Traded | 21706 | 20104 | 1602 | 21706 | 20104 | 1602 |
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 | 490542 | -185566 | -763737 | -583954 | -274121 | -763737 |
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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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