Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204612.1511 | 1074163.5116 | 130448.6395 | 731910.5097 | -785436.9872 | 1517347.4968 |
Total P&L (%) | 1204.6122 | 1074.1635 | 130.4486 | 731.9105 | -785.437 | 1517.3475 |
Avg Daily Profit (%) | 0.5095 | 0.4544 | 0.0552 | 0.0897 | 0 | 0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126817 | -91086 | -129109 | -1541996 | -1651668 | -552154 |
Profit Factor | 2.8833 | 4.057 | 1.4526 | 1.1576 | 0.7493 | 2.0049 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 44.6809 | 40.4255 | 48.9362 | 44.6809 | 40.4255 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.5698 | 5.9787 | 1.5157 | 1.4332 | 1.1043 | 2.092 |
Largest Winning Trade | 1017553 | 1017553 | 68261 | 705488 | 705488 | 537539 |
Largest Losing Trade | -55483 | -27044 | -55483 | -562594 | -562594 | -246869 |
Avg Bars in Trades | 146 | 130 | 162 | 146 | 130 | 162 |
Avg Bars in Winners | 231 | 204 | 252 | 231 | 204 | 252 |
Avg Bars in Losers | 78 | 79 | 76 | 78 | 79 | 76 |
Bars Traded | 13771 | 6123 | 7647 | 13771 | 6123 | 7647 |
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 | 517325 | 492220 | -117442 | -121819 | -582753 | -31844 |
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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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