Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116487.8428 | 1110010.506 | 6477.3368 | -3657.3345 | 1365639.7392 | -1369297.0737 |
Total P&L (%) | 1116.4878 | 1110.0105 | 6.4773 | -3.6573 | 1365.6397 | -1369.2971 |
Avg Daily Profit (%) | 0.4693 | 0.4666 | 0.0027 | -0.0016 | 0.1129 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181020 | -151709 | -157150 | -2658088 | -2106880 | -1741092 |
Profit Factor | 1.9652 | 2.8495 | 1.0116 | 0.9996 | 1.3046 | 0.6501 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 35.3448 | 31.0345 | 39.6552 | 35.3448 | 31.0345 | 39.6552 |
Ratio Avg Win / Avg Loss | 3.5948 | 6.3321 | 1.5394 | 1.8285 | 2.899 | 0.9893 |
Largest Winning Trade | 866382 | 866382 | 67719 | 2463117 | 2463117 | 660375 |
Largest Losing Trade | -41000 | -29774 | -41000 | -716380 | -702376 | -716380 |
Avg Bars in Trades | 121 | 108 | 133 | 121 | 108 | 133 |
Avg Bars in Winners | 220 | 221 | 220 | 220 | 221 | 220 |
Avg Bars in Losers | 66 | 58 | 76 | 66 | 58 | 76 |
Bars Traded | 14056 | 6304 | 7752 | 14056 | 6304 | 7752 |
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 | 312528 | -171952 | -745924 | -583391 | -228314 | -765134 |
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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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