Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432251.4727 | 1405068.1135 | 27183.3592 | 199322.2423 | 629434.0353 | -430111.793 |
Total P&L (%) | 1432.2515 | 1405.0681 | 27.1834 | 199.3222 | 629.434 | -430.1118 |
Avg Daily Profit (%) | 0.6181 | 0.6063 | 0.0117 | 0.0473 | 0.0858 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137076 | -118689 | -138382 | -792806 | -625912 | -769841 |
Profit Factor | 2.8193 | 4.7214 | 1.0663 | 1.0721 | 1.509 | 0.7183 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 44.9153 | 38.9831 | 50.8475 | 44.9153 | 38.9831 | 50.8475 |
Ratio Avg Win / Avg Loss | 3.4576 | 7.39 | 1.0308 | 1.3149 | 2.3619 | 0.6944 |
Largest Winning Trade | 1235647 | 1235647 | 82255 | 732326 | 732326 | 301611 |
Largest Losing Trade | -44261 | -44261 | -37806 | -336593 | -200040 | -336593 |
Avg Bars in Trades | 57 | 48 | 65 | 57 | 48 | 65 |
Avg Bars in Winners | 89 | 85 | 92 | 89 | 85 | 92 |
Avg Bars in Losers | 31 | 24 | 38 | 31 | 24 | 38 |
Bars Traded | 6757 | 2869 | 3887 | 6757 | 2869 | 3887 |
Profit Streak | 0 | 0 | 20.3598 | 0 | 0 | 20.3598 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551809 | -162141 | -504087 | -272564 | -256778 | -756794 |
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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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