Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480754.1 | 1361677.6861 | 119076.4139 | 2422565.4905 | 505045.3106 | 1917520.1799 |
Total P&L (%) | 1480.7541 | 1361.6777 | 119.0764 | 2422.5655 | 505.0453 | 1917.5202 |
Avg Daily Profit (%) | 0.7985 | 0.7343 | 0.0642 | 0.1742 | 0.0971 | 0.1621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118136 | -86576 | -66912 | -1572796 | -1135171 | -673663 |
Profit Factor | 3.8682 | 5.919 | 1.4973 | 1.3615 | 1.1294 | 1.6855 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 37.6471 | 32.5581 | 42.8571 | 37.6471 | 32.5581 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.4068 | 12.2609 | 1.9964 | 2.255 | 2.3394 | 2.2474 |
Largest Winning Trade | 1196657 | 1196657 | 62620 | 811466 | 774496 | 811466 |
Largest Losing Trade | -33172 | -20339 | -33172 | -550942 | -425576 | -550942 |
Avg Bars in Trades | 126 | 113 | 139 | 126 | 113 | 139 |
Avg Bars in Winners | 218 | 208 | 225 | 218 | 208 | 225 |
Avg Bars in Losers | 71 | 67 | 75 | 71 | 67 | 75 |
Bars Traded | 10751 | 4878 | 5873 | 10751 | 4878 | 5873 |
Profit Streak | 0 | 0 | 48.7732 | 0 | 0 | 48.7732 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559478 | 516272 | -106965 | 173209 | -146747 | 314475 |
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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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