Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485782.8345 | 1407440.4542 | 78342.3803 | 882723.8769 | -167148.2355 | 1049872.1124 |
Total P&L (%) | 1485.7828 | 1407.4405 | 78.3424 | 882.7239 | -167.1482 | 1049.8721 |
Avg Daily Profit (%) | 0.8019 | 0.7596 | 0.0423 | 0.1234 | 0 | 0.1319 |
Buy And Hold Return (%) | 64.7935 | 64.7935 | 64.7935 | 64.7935 | 64.7935 | 64.7935 |
Max Trade Drawdown | -154016 | -125247 | -66573 | -5620905 | -3987016 | -2339607 |
Profit Factor | 3.4798 | 5.1665 | 1.2998 | 1.0628 | 0.9775 | 1.1586 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 39.7959 | 34.6939 | 44.898 | 39.7959 | 34.6939 | 44.898 |
Ratio Avg Win / Avg Loss | 5.2643 | 9.7251 | 1.5952 | 1.6079 | 1.84 | 1.4219 |
Largest Winning Trade | 1290622 | 1290622 | 55089 | 1696485 | 1696485 | 1642053 |
Largest Losing Trade | -25056 | -25056 | -22597 | -1263209 | -1212208 | -1263209 |
Avg Bars in Trades | 109 | 150 | 68 | 109 | 150 | 68 |
Avg Bars in Winners | 144 | 236 | 72 | 144 | 236 | 72 |
Avg Bars in Losers | 86 | 104 | 64 | 86 | 104 | 64 |
Bars Traded | 10706 | 7364 | 3341 | 10706 | 7364 | 3341 |
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 | 580190 | 535740 | -237845 | -181862 | -583856 | -64457 |
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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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