Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145018.5639 | 1069320.5328 | 75698.0311 | 290324.8331 | 338140.3881 | -47815.5549 |
Total P&L (%) | 1145.0186 | 1069.3205 | 75.698 | 290.3248 | 338.1404 | -47.8156 |
Avg Daily Profit (%) | 0.4821 | 0.4503 | 0.0319 | 0.0574 | 0.0622 | -0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132292 | -126975 | -94086 | -2074953 | -1795543 | -776239 |
Profit Factor | 2.1081 | 3.2094 | 1.1378 | 1.0451 | 1.1017 | 0.9846 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 42.0455 | 39.7727 | 44.3182 | 42.0455 | 39.7727 | 44.3182 |
Ratio Avg Win / Avg Loss | 2.9058 | 4.86 | 1.4295 | 1.4406 | 1.6683 | 1.2371 |
Largest Winning Trade | 858051 | 858051 | 67724 | 1438007 | 1438007 | 419066 |
Largest Losing Trade | -46107 | -34023 | -46107 | -403844 | -394322 | -403844 |
Avg Bars in Trades | 78 | 71 | 85 | 78 | 71 | 85 |
Avg Bars in Winners | 124 | 113 | 133 | 124 | 113 | 133 |
Avg Bars in Losers | 45 | 44 | 47 | 45 | 44 | 47 |
Bars Traded | 13876 | 6318 | 7558 | 13876 | 6318 | 7558 |
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 | 442313 | 432534 | -221779 | -289404 | -221676 | -581639 |
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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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