Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365190.3896 | 1295412.7694 | 69777.6203 | 86138.8599 | -128900.3857 | 215039.2455 |
Total P&L (%) | 1365.1904 | 1295.4128 | 69.7776 | 86.1389 | -128.9004 | 215.0392 |
Avg Daily Profit (%) | 0.5717 | 0.5425 | 0.0292 | 0.026 | 0 | 0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148069 | -179281 | -44144 | -1680974 | -1888479 | -179978 |
Profit Factor | 2.7883 | 3.2651 | 1.3644 | 1.0233 | 0.9581 | 1.349 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 47.561 | 41.4634 | 53.6585 | 47.561 | 41.4634 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.0743 | 4.6095 | 1.1783 | 1.1283 | 1.3526 | 1.165 |
Largest Winning Trade | 890441 | 890441 | 32709 | 1516394 | 1516394 | 184799 |
Largest Losing Trade | -63507 | -47260 | -63507 | -483308 | -483308 | -141012 |
Avg Bars in Trades | 165 | 292 | 39 | 165 | 292 | 39 |
Avg Bars in Winners | 212 | 427 | 46 | 212 | 427 | 46 |
Avg Bars in Losers | 123 | 197 | 30 | 123 | 197 | 30 |
Bars Traded | 13602 | 11998 | 1605 | 13602 | 11998 | 1605 |
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 | 245173 | 501218 | -152871 | -362710 | -582395 | -127821 |
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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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