Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474290.9951 | 1317722.3206 | 156568.6745 | 4674732.741 | -63878.7051 | 4738611.4461 |
Total P&L (%) | 1474.291 | 1317.7223 | 156.5687 | 4674.7327 | -63.8787 | 4738.6114 |
Avg Daily Profit (%) | 0.7952 | 0.7107 | 0.0844 | 0.2087 | -0.0549 | 0.2095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73253 | -67314 | -84102 | -3921784 | -4558405 | -1703275 |
Profit Factor | 3.607 | 5.4838 | 1.5764 | 1.292 | 0.9933 | 1.7268 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 32.2981 | 27.1605 | 37.5 | 32.2981 | 27.1605 | 37.5 |
Ratio Avg Win / Avg Loss | 7.5608 | 14.7066 | 2.6273 | 2.7083 | 2.6638 | 2.878 |
Largest Winning Trade | 1162607 | 1162607 | 61304 | 2870712 | 2870712 | 1453198 |
Largest Losing Trade | -39205 | -17958 | -39205 | -1157957 | -1157957 | -633904 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 3589 | 1550 | 2039 | 3589 | 1550 | 2039 |
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 | 508879 | -11420 | -101365 | 125849 | -609973 | -12649 |
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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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