Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526228.7713 | 1449303.6221 | 76925.1492 | 124286.9774 | 134338.3991 | -10051.4217 |
Total P&L (%) | 1526.2288 | 1449.3036 | 76.9251 | 124.287 | 134.3384 | -10.0514 |
Avg Daily Profit (%) | 0.8491 | 0.8063 | 0.0428 | 0.0449 | 0.0474 | -0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172916 | -157822 | -89274 | -2109758 | -1873799 | -1454158 |
Profit Factor | 2.9288 | 4.3823 | 1.212 | 1.0197 | 1.0379 | 0.9964 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 50.3546 | 47.1429 | 53.5211 | 50.3546 | 47.1429 | 53.5211 |
Ratio Avg Win / Avg Loss | 2.8875 | 4.9135 | 1.0526 | 1.0053 | 1.1638 | 0.8653 |
Largest Winning Trade | 1494396 | 1494396 | 58361 | 1591414 | 1591414 | 505910 |
Largest Losing Trade | -61970 | -35444 | -61970 | -1400099 | -630093 | -1400099 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 21 | 27 | 14 | 21 | 27 | 14 |
Bars Traded | 3308 | 1869 | 1439 | 3308 | 1869 | 1439 |
Profit Streak | 12.9627 | 0 | 24.9627 | 12.9627 | 0 | 24.9627 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 723867 | -74778 | -221601 | -330464 | -403705 | -666180 |
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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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