Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1481877.5227 | 1462999.2366 | 18878.2861 | 7830.7281 | 200396.0254 | -192565.2973 |
Total P&L (%) | 1481.8775 | 1462.9992 | 18.8783 | 7.8307 | 200.396 | -192.5653 |
Avg Daily Profit (%) | 0.7113 | 0.7022 | 0.0091 | 0.0036 | 0.0528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177751 | -144462 | -102871 | -1661453 | -1008273 | -1041456 |
Profit Factor | 3.0575 | 4.9679 | 1.0537 | 1.0025 | 1.1324 | 0.8804 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 37.069 | 36.2069 | 37.931 | 37.069 | 36.2069 | 37.931 |
Ratio Avg Win / Avg Loss | 5.1907 | 8.753 | 1.7242 | 1.7019 | 1.9951 | 1.4406 |
Largest Winning Trade | 1568959 | 1568959 | 59644 | 1172041 | 1172041 | 511161 |
Largest Losing Trade | -50151 | -27949 | -50151 | -749529 | -270429 | -749529 |
Avg Bars in Trades | 209 | 190 | 228 | 209 | 190 | 228 |
Avg Bars in Winners | 367 | 297 | 435 | 367 | 297 | 435 |
Avg Bars in Losers | 116 | 129 | 102 | 116 | 129 | 102 |
Bars Traded | 24297 | 11025 | 13272 | 24297 | 11025 | 13272 |
Profit Streak | 0 | 0 | 12.785 | 0 | 0 | 12.785 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487014 | -165595 | -533115 | -575137 | -381906 | -763526 |
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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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