Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211085.5021 | 1080960.3173 | 130125.1847 | 943986.4794 | 1302207.477 | -358220.9976 |
Total P&L (%) | 1211.0855 | 1080.9603 | 130.1252 | 943.9865 | 1302.2075 | -358.221 |
Avg Daily Profit (%) | 0.5076 | 0.4531 | 0.0545 | 0.0984 | 0.1107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142755 | -86904 | -86686 | -5465035 | -4583058 | -3144056 |
Profit Factor | 2.1457 | 2.922 | 1.2631 | 1.0336 | 1.0856 | 0.9722 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 41.9048 | 40 | 43.8095 | 41.9048 | 40 | 43.8095 |
Ratio Avg Win / Avg Loss | 2.9748 | 4.383 | 1.62 | 1.4329 | 1.6283 | 1.247 |
Largest Winning Trade | 672415 | 672415 | 61546 | 3864514 | 3864514 | 2294033 |
Largest Losing Trade | -32250 | -32250 | -31603 | -1774281 | -1774281 | -1157839 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 69 | 64 | 75 | 69 | 64 | 75 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 9311 | 4170 | 5141 | 9311 | 4170 | 5141 |
Profit Streak | 15.0615 | 17.5615 | 15.0615 | 15.0615 | 17.5615 | 15.0615 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495793 | 438635 | -121209 | -245792 | -173629 | -581207 |
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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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