Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750481.8278 | 516682.5363 | 233799.2915 | 7146831.2213 | -1171029.9506 | 8317861.1719 |
Total P&L (%) | 750.4818 | 516.6825 | 233.7993 | 7146.8312 | -1171.03 | 8317.8612 |
Avg Daily Profit (%) | 0.3172 | 0.2184 | 0.0988 | 0.1812 | 0 | 0.1875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108525 | -80788 | -110810 | -10511402 | -6198506 | -4666592 |
Profit Factor | 2.1398 | 2.5338 | 1.7271 | 1.3643 | 0.9021 | 2.0868 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 57.0248 | 52.459 | 61.6667 | 57.0248 | 52.459 | 61.6667 |
Ratio Avg Win / Avg Loss | 1.6126 | 2.2963 | 1.0736 | 1.0282 | 0.8175 | 1.2972 |
Largest Winning Trade | 135398 | 135398 | 65706 | 6714344 | 2919803 | 6714344 |
Largest Losing Trade | -44860 | -28409 | -44860 | -4050454 | -2605819 | -4050454 |
Avg Bars in Trades | 114 | 87 | 142 | 114 | 87 | 142 |
Avg Bars in Winners | 145 | 106 | 179 | 145 | 106 | 179 |
Avg Bars in Losers | 74 | 66 | 84 | 74 | 66 | 84 |
Bars Traded | 13894 | 5319 | 8575 | 13894 | 5319 | 8575 |
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 | 516289 | -148336 | -226547 | 345083 | -742139 | -156880 |
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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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