Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342429.4383 | 1247801.3656 | 94628.0728 | 361105.3315 | 928002.481 | -566897.1495 |
Total P&L (%) | 1342.4294 | 1247.8014 | 94.6281 | 361.1053 | 928.0025 | -566.8972 |
Avg Daily Profit (%) | 0.5639 | 0.5241 | 0.0397 | 0.0642 | 0.0979 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161906 | -130686 | -92993 | -5001109 | -3882039 | -1691684 |
Profit Factor | 2.4447 | 3.7679 | 1.1978 | 1.0338 | 1.161 | 0.8847 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 46.2185 | 43.3333 | 49.1525 | 46.2185 | 43.3333 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.8448 | 4.9273 | 1.2391 | 1.203 | 1.5182 | 0.9152 |
Largest Winning Trade | 914068 | 914068 | 70609 | 4002903 | 4002903 | 886660 |
Largest Losing Trade | -62740 | -33886 | -62740 | -1176730 | -834892 | -1176730 |
Avg Bars in Trades | 117 | 105 | 128 | 117 | 105 | 128 |
Avg Bars in Winners | 171 | 159 | 182 | 171 | 159 | 182 |
Avg Bars in Losers | 69 | 63 | 76 | 69 | 63 | 76 |
Bars Traded | 13923 | 6316 | 7607 | 13923 | 6316 | 7607 |
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 | 527459 | -154073 | -319754 | -291676 | -275949 | -757787 |
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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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