Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474099.2394 | 1289085.9583 | 185013.2811 | 4355837.2941 | -122151.4237 | 4477988.7178 |
Total P&L (%) | 1474.0992 | 1289.086 | 185.0133 | 4355.8373 | -122.1514 | 4477.9887 |
Avg Daily Profit (%) | 0.7076 | 0.6188 | 0.0888 | 0.1824 | 0 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86505 | -60028 | -77280 | -4100622 | -3013914 | -2272327 |
Profit Factor | 3.4183 | 5.1742 | 1.6152 | 1.3001 | 0.985 | 1.7024 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 45.9184 | 34.6939 | 57.1429 | 45.9184 | 34.6939 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.026 | 9.7396 | 1.2114 | 1.5312 | 1.8541 | 1.2768 |
Largest Winning Trade | 1121763 | 1121763 | 63409 | 3197261 | 2447041 | 3197261 |
Largest Losing Trade | -31407 | -18843 | -31407 | -2272327 | -1094019 | -2272327 |
Avg Bars in Trades | 249 | 225 | 272 | 249 | 225 | 272 |
Avg Bars in Winners | 391 | 400 | 385 | 391 | 400 | 385 |
Avg Bars in Losers | 128 | 132 | 121 | 128 | 132 | 121 |
Bars Traded | 24402 | 11051 | 13351 | 24402 | 11051 | 13351 |
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 | 633133 | 492604 | -71428 | 279238 | -583856 | 397279 |
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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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