Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1503370.4598 | 1425986.6042 | 77383.8555 | 224414.4318 | -94028.2356 | 318442.6674 |
Total P&L (%) | 1503.3705 | 1425.9866 | 77.3839 | 224.4144 | -94.0282 | 318.4427 |
Avg Daily Profit (%) | 0.6376 | 0.6047 | 0.0328 | 0.0499 | -0.1194 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123982 | -117768 | -135842 | -470157 | -552725 | -228808 |
Profit Factor | 2.7784 | 4.2283 | 1.1917 | 1.0907 | 0.9346 | 1.3066 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 66 | 40 | 26 | 66 | 40 | 26 |
Profitability (%) | 39.4495 | 27.2727 | 51.8519 | 39.4495 | 27.2727 | 51.8519 |
Ratio Avg Win / Avg Loss | 4.2645 | 11.2756 | 1.1066 | 1.674 | 2.4922 | 1.2133 |
Largest Winning Trade | 1379504 | 1379504 | 68144 | 444201 | 444201 | 307065 |
Largest Losing Trade | -50746 | -29227 | -50746 | -148756 | -132375 | -148756 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 112 | 115 | 110 | 112 | 115 | 110 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 6957 | 3024 | 3932 | 6957 | 3024 | 3932 |
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 | 477604 | -181404 | -338508 | -249758 | -778131 | -291535 |
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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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