Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450308.2551 | 1331713.9988 | 118594.2563 | 2380590.5989 | 239806.5307 | 2140784.0683 |
Total P&L (%) | 1450.3083 | 1331.714 | 118.5943 | 2380.5906 | 239.8065 | 2140.7841 |
Avg Daily Profit (%) | 0.7852 | 0.721 | 0.0642 | 0.174 | 0.0662 | 0.1685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90466 | -72454 | -73422 | -4253162 | -2968862 | -2479644 |
Profit Factor | 3.3641 | 5.647 | 1.3628 | 1.1388 | 1.029 | 1.2412 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 40 | 37.6344 | 42.3913 | 40 | 37.6344 | 42.3913 |
Ratio Avg Win / Avg Loss | 5.0462 | 9.3578 | 1.852 | 1.7082 | 1.7052 | 1.6867 |
Largest Winning Trade | 1193583 | 1193583 | 62860 | 1898822 | 1898822 | 1199702 |
Largest Losing Trade | -28233 | -14108 | -28233 | -1778447 | -637782 | -1778447 |
Avg Bars in Trades | 116 | 94 | 138 | 116 | 94 | 138 |
Avg Bars in Winners | 205 | 163 | 244 | 205 | 163 | 244 |
Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
Bars Traded | 21512 | 8792 | 12720 | 21512 | 8792 | 12720 |
Profit Streak | 0 | 0 | 8.4749 | 0 | 0 | 8.4749 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595870 | 563231 | -108215 | -61834 | -297125 | 216276 |
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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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