Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195560.7699 | 1177674.3695 | 17886.4004 | -41883.3883 | -67140.5653 | 25257.1771 |
Total P&L (%) | 1195.5608 | 1177.6744 | 17.8864 | -41.8834 | -67.1406 | 25.2572 |
Avg Daily Profit (%) | 0.5073 | 0.4997 | 0.0076 | -0.023 | -0.0472 | 0.0096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213538 | -99346 | -176792 | -137557 | -102603 | -89998 |
Profit Factor | 2.8358 | 5.1958 | 1.0483 | 0.9093 | 0.7142 | 1.1113 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 45.4545 | 39.3939 | 51.5152 | 45.4545 | 39.3939 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.4029 | 7.9935 | 0.9866 | 1.0912 | 1.0988 | 1.0459 |
Largest Winning Trade | 1243294 | 1243294 | 58477 | 67630 | 67630 | 42913 |
Largest Losing Trade | -80338 | -38420 | -80338 | -39744 | -39744 | -36077 |
Avg Bars in Trades | 102 | 86 | 117 | 102 | 86 | 117 |
Avg Bars in Winners | 146 | 117 | 169 | 146 | 117 | 169 |
Avg Bars in Losers | 65 | 66 | 63 | 65 | 66 | 63 |
Bars Traded | 6748 | 2855 | 3893 | 6748 | 2855 | 3893 |
Profit Streak | 0 | 0 | 315.5002 | 0 | 0 | 315.5002 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114467 | 517988 | -358946 | -709656 | -583260 | -280568 |
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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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