Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136413.7894 | 1063166.6479 | 73247.1416 | 106915.6967 | -89014.8576 | 195930.5542 |
Total P&L (%) | 1136.4138 | 1063.1666 | 73.2471 | 106.9157 | -89.0149 | 195.9306 |
Avg Daily Profit (%) | 0.4834 | 0.4523 | 0.0312 | 0.0309 | -0.0939 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124554 | -93125 | -158614 | -346337 | -304964 | -220542 |
Profit Factor | 2.4578 | 3.9725 | 1.1736 | 1.0738 | 0.8761 | 1.2682 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 45.9459 | 42.8571 | 49.0909 | 45.9459 | 42.8571 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.8915 | 5.2966 | 1.2171 | 1.2633 | 1.1681 | 1.3152 |
Largest Winning Trade | 1023711 | 1023711 | 64457 | 172152 | 130642 | 172152 |
Largest Losing Trade | -65994 | -42698 | -65994 | -161663 | -101350 | -161663 |
Avg Bars in Trades | 124 | 110 | 139 | 124 | 110 | 139 |
Avg Bars in Winners | 177 | 162 | 191 | 177 | 162 | 191 |
Avg Bars in Losers | 79 | 71 | 88 | 79 | 71 | 88 |
Bars Traded | 13852 | 6196 | 7655 | 13852 | 6196 | 7655 |
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 | 499037 | -165597 | -361213 | -292188 | -761944 | -311774 |
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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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