Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120468.8065 | 1030172.9438 | 90295.8626 | 181768.7073 | -28187.1343 | 209955.8416 |
Total P&L (%) | 1120.4688 | 1030.1729 | 90.2959 | 181.7687 | -28.1871 | 209.9558 |
Avg Daily Profit (%) | 0.4758 | 0.4375 | 0.0383 | 0.044 | -0.0141 | 0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149802 | -89064 | -175386 | -301814 | -216838 | -182014 |
Profit Factor | 2.5135 | 4.0121 | 1.2267 | 1.1402 | 0.957 | 1.3277 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 43.3735 | 35.7143 | 51.2195 | 43.3735 | 35.7143 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.2815 | 7.2218 | 1.1683 | 1.4885 | 1.7227 | 1.2645 |
Largest Winning Trade | 909791 | 909791 | 68674 | 227125 | 128257 | 227125 |
Largest Losing Trade | -76251 | -28592 | -76251 | -176451 | -95107 | -176451 |
Avg Bars in Trades | 167 | 142 | 193 | 167 | 142 | 193 |
Avg Bars in Winners | 275 | 252 | 291 | 275 | 252 | 291 |
Avg Bars in Losers | 85 | 81 | 89 | 85 | 81 | 89 |
Bars Traded | 13904 | 5987 | 7917 | 13904 | 5987 | 7917 |
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 | 407945 | 418523 | -141849 | -204341 | -583512 | -128289 |
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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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