Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510908.3487 | 1414462.5665 | 96445.7822 | 581057.7468 | 415002.8639 | 166054.8828 |
Total P&L (%) | 1510.9083 | 1414.4626 | 96.4458 | 581.0577 | 415.0029 | 166.0549 |
Avg Daily Profit (%) | 0.6392 | 0.5984 | 0.0408 | 0.0812 | 0.0694 | 0.0414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151362 | -100447 | -143239 | -1225323 | -951493 | -733344 |
Profit Factor | 2.7376 | 4.1666 | 1.2281 | 1.139 | 1.183 | 1.0869 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 29.6703 | 25.2747 | 34.0659 | 29.6703 | 25.2747 | 34.0659 |
Ratio Avg Win / Avg Loss | 6.4892 | 12.3187 | 2.3769 | 2.7 | 3.4976 | 2.1036 |
Largest Winning Trade | 1352991 | 1352991 | 69124 | 1336502 | 1336502 | 378077 |
Largest Losing Trade | -22365 | -22365 | -21997 | -315720 | -216048 | -315720 |
Avg Bars in Trades | 50 | 43 | 57 | 50 | 43 | 57 |
Avg Bars in Winners | 125 | 111 | 135 | 125 | 111 | 135 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 9208 | 3946 | 5262 | 9208 | 3946 | 5262 |
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 | 314555 | -10288 | -144155 | -158877 | -147355 | -267948 |
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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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