Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783053.5705 | 632571.1977 | 150482.3728 | 82858.2833 | 5573009.4951 | -5490151.2119 |
Total P&L (%) | 783.0536 | 632.5712 | 150.4824 | 82.8583 | 5573.0095 | -5490.1512 |
Avg Daily Profit (%) | 0.3277 | 0.2647 | 0.063 | 0.0253 | 0.1692 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142866 | -71250 | -187569 | -4963932 | -702135 | -5839773 |
Profit Factor | 1.8517 | 2.8048 | 1.2645 | 1.0087 | 4.2441 | 0.2951 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Losing Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Profitability (%) | 57.8616 | 63.75 | 51.8987 | 57.8616 | 63.75 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.3485 | 1.5949 | 1.172 | 0.7346 | 2.4133 | 0.2735 |
Largest Winning Trade | 118398 | 118398 | 79264 | 1581003 | 1581003 | 640502 |
Largest Losing Trade | -98396 | -49698 | -98396 | -4932951 | -702135 | -4932951 |
Avg Bars in Trades | 87 | 48 | 126 | 87 | 48 | 126 |
Avg Bars in Winners | 94 | 36 | 166 | 94 | 36 | 166 |
Avg Bars in Losers | 77 | 68 | 83 | 77 | 68 | 83 |
Bars Traded | 13862 | 3863 | 9999 | 13862 | 3863 | 9999 |
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 | 481840 | -3453 | -135676 | -369876 | -2383 | -607489 |
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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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