Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286546.2436 | 1177456.7169 | 109089.5267 | 395505.6182 | 214312.0324 | 181193.5858 |
Total P&L (%) | 1286.5462 | 1177.4567 | 109.0895 | 395.5056 | 214.312 | 181.1936 |
Avg Daily Profit (%) | 0.5458 | 0.4995 | 0.0463 | 0.0679 | 0.0486 | 0.0439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118810 | -138438 | -101932 | -1160209 | -1291064 | -403666 |
Profit Factor | 2.5484 | 3.7462 | 1.2713 | 1.0851 | 1.0834 | 1.0872 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 40.4494 | 33.7079 | 47.191 | 40.4494 | 33.7079 | 47.191 |
Ratio Avg Win / Avg Loss | 3.7518 | 7.3674 | 1.4226 | 1.5975 | 2.1308 | 1.2166 |
Largest Winning Trade | 1152980 | 1152980 | 65768 | 1076497 | 1076497 | 391833 |
Largest Losing Trade | -55483 | -31070 | -55483 | -308742 | -308742 | -268634 |
Avg Bars in Trades | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Winners | 120 | 122 | 119 | 120 | 122 | 119 |
Avg Bars in Losers | 49 | 52 | 45 | 49 | 52 | 45 |
Bars Traded | 13926 | 6770 | 7156 | 13926 | 6770 | 7156 |
Profit Streak | 8.8411 | 0 | 15.3411 | 8.8411 | 0 | 15.3411 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494605 | 389559 | -132016 | -230144 | -262300 | -259740 |
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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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