Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138102.1879 | 1121388.6447 | 16713.5431 | 134841.0978 | 11106.2857 | 123734.8121 |
Total P&L (%) | 1138.1022 | 1121.3886 | 16.7135 | 134.8411 | 11.1063 | 123.7348 |
Avg Daily Profit (%) | 0.4764 | 0.4694 | 0.007 | 0.0357 | 0.0044 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133513 | -121373 | -38089 | -3722719 | -3817959 | -265910 |
Profit Factor | 2.7694 | 3.1439 | 1.1391 | 1.0163 | 1.0015 | 1.1398 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 57.732 | 52.0833 | 63.2653 | 57.732 | 52.0833 | 63.2653 |
Ratio Avg Win / Avg Loss | 2.0276 | 2.8924 | 0.6614 | 0.7441 | 0.9214 | 0.6618 |
Largest Winning Trade | 893771 | 893771 | 11050 | 2222039 | 2222039 | 149869 |
Largest Losing Trade | -72829 | -72829 | -26521 | -2378286 | -2378286 | -246288 |
Avg Bars in Trades | 88 | 171 | 6 | 88 | 171 | 6 |
Avg Bars in Winners | 67 | 144 | 5 | 67 | 144 | 5 |
Avg Bars in Losers | 116 | 200 | 9 | 116 | 200 | 9 |
Bars Traded | 8545 | 8215 | 330 | 8545 | 8215 | 330 |
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 | 610067 | 601462 | -259639 | -348159 | -538470 | -214174 |
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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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