Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457119.4532 | 1461820.9721 | -4701.5188 | -39334.8534 | 290546.053 | -329880.9064 |
Total P&L (%) | 1457.1195 | 1461.821 | -4.7015 | -39.3349 | 290.5461 | -329.8809 |
Avg Daily Profit (%) | 0.6994 | 0.7017 | -0.0023 | -0.024 | 0.0654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187018 | -149886 | -136990 | -1900192 | -1607894 | -674772 |
Profit Factor | 2.7171 | 3.8102 | 0.9857 | 0.9883 | 1.1276 | 0.6946 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 38.4615 | 29.3103 | 47.4576 | 38.4615 | 29.3103 | 47.4576 |
Ratio Avg Win / Avg Loss | 4.3473 | 9.1892 | 1.0913 | 1.5812 | 2.7196 | 0.769 |
Largest Winning Trade | 1538603 | 1538603 | 57166 | 1841190 | 1841190 | 144859 |
Largest Losing Trade | -51533 | -51533 | -37720 | -959668 | -959668 | -302287 |
Avg Bars in Trades | 209 | 280 | 140 | 209 | 280 | 140 |
Avg Bars in Winners | 287 | 459 | 182 | 287 | 459 | 182 |
Avg Bars in Losers | 161 | 205 | 103 | 161 | 205 | 103 |
Bars Traded | 24549 | 16246 | 8303 | 24549 | 16246 | 8303 |
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 | 479296 | -171902 | -756780 | -582176 | -375754 | -758447 |
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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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