Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135365.7938 | 1112868.4024 | 22497.3914 | -12851.8023 | 125622.0896 | -138473.8919 |
Total P&L (%) | 1135.3658 | 1112.8684 | 22.4974 | -12.8518 | 125.6221 | -138.4739 |
Avg Daily Profit (%) | 0.4774 | 0.4679 | 0.0095 | -0.0058 | 0.0342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194716 | -128825 | -109621 | -903015 | -647718 | -750993 |
Profit Factor | 2.0951 | 3.2903 | 1.0408 | 0.9964 | 1.0714 | 0.9243 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 39.4904 | 31.6456 | 47.4359 | 39.4904 | 31.6456 | 47.4359 |
Ratio Avg Win / Avg Loss | 3.2102 | 7.107 | 1.1534 | 1.5268 | 2.3142 | 1.0242 |
Largest Winning Trade | 938957 | 938957 | 67133 | 564522 | 564522 | 360277 |
Largest Losing Trade | -42193 | -33813 | -42193 | -250130 | -250130 | -224958 |
Avg Bars in Trades | 44 | 32 | 55 | 44 | 32 | 55 |
Avg Bars in Winners | 76 | 70 | 80 | 76 | 70 | 80 |
Avg Bars in Losers | 23 | 15 | 33 | 23 | 15 | 33 |
Bars Traded | 6952 | 2595 | 4357 | 6952 | 2595 | 4357 |
Profit Streak | 0 | 0 | 14.0385 | 0 | 0 | 14.0385 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400601 | -17478 | -395881 | -581264 | -322151 | -613970 |
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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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