Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246316.6394 | 1208232.333 | 38084.3064 | 36797.1271 | 202741.0331 | -165943.9061 |
Total P&L (%) | 1246.3166 | 1208.2323 | 38.0843 | 36.7971 | 202.741 | -165.9439 |
Avg Daily Profit (%) | 0.5235 | 0.5075 | 0.016 | 0.0132 | 0.0465 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221957 | -146114 | -102780 | -1629776 | -1388735 | -487380 |
Profit Factor | 2.5034 | 3.3456 | 1.1213 | 1.0104 | 1.0803 | 0.836 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 45.8824 | 41.8605 | 50 | 45.8824 | 41.8605 | 50 |
Ratio Avg Win / Avg Loss | 2.9528 | 4.6467 | 1.1213 | 1.1918 | 1.5004 | 0.836 |
Largest Winning Trade | 794667 | 794667 | 55205 | 1281406 | 1281406 | 208548 |
Largest Losing Trade | -67347 | -67347 | -41253 | -719257 | -719257 | -313427 |
Avg Bars in Trades | 163 | 162 | 164 | 163 | 162 | 164 |
Avg Bars in Winners | 215 | 227 | 204 | 215 | 227 | 204 |
Avg Bars in Losers | 119 | 116 | 123 | 119 | 116 | 123 |
Bars Traded | 13889 | 6992 | 6897 | 13889 | 6992 | 6897 |
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 | 511214 | 502151 | -260888 | -388220 | -264965 | -580734 |
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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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