Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048283.3802 | 1106336.1266 | -58052.7464 | -67102.2331 | 687150.5279 | -754252.761 |
Total P&L (%) | 1048.2834 | 1106.3361 | -58.0527 | -67.1022 | 687.1505 | -754.2528 |
Avg Daily Profit (%) | 0.5625 | 0.5936 | -0.0311 | -0.0596 | 0.1108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218732 | -207087 | -88604 | -1259187 | -1111880 | -805040 |
Profit Factor | 2.1836 | 3.3141 | 0.8576 | 0.9815 | 1.3788 | 0.5843 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 77 | 31 | 46 | 77 | 31 | 46 |
Losing Trades | 94 | 55 | 39 | 94 | 55 | 39 |
Profitability (%) | 45.0292 | 36.0465 | 54.1176 | 45.0292 | 36.0465 | 54.1176 |
Ratio Avg Win / Avg Loss | 2.6657 | 5.8799 | 0.7271 | 1.1982 | 2.4462 | 0.4954 |
Largest Winning Trade | 1209335 | 1209335 | 60494 | 1117925 | 1117925 | 190312 |
Largest Losing Trade | -44798 | -33293 | -44798 | -376383 | -370947 | -376383 |
Avg Bars in Trades | 127 | 131 | 122 | 127 | 131 | 122 |
Avg Bars in Winners | 148 | 175 | 130 | 148 | 175 | 130 |
Avg Bars in Losers | 109 | 107 | 112 | 109 | 107 | 112 |
Bars Traded | 21741 | 11338 | 10403 | 21741 | 11338 | 10403 |
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 | 513100 | 431557 | -580570 | -580148 | -48777 | -580570 |
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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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