Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179927.4503 | 1083053.7822 | 96873.6681 | 216233.1305 | -78262.6544 | 294495.7849 |
Total P&L (%) | 1179.9275 | 1083.0538 | 96.8737 | 216.2331 | -78.2627 | 294.4958 |
Avg Daily Profit (%) | 0.5019 | 0.4607 | 0.0412 | 0.049 | -0.0649 | 0.0584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149633 | -90654 | -171883 | -269657 | -332558 | -211261 |
Profit Factor | 2.7166 | 4.1405 | 1.2828 | 1.138 | 0.9092 | 1.4179 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 43.6975 | 43.3333 | 44.0678 | 43.6975 | 43.3333 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.5002 | 5.4145 | 1.6282 | 1.4663 | 1.1889 | 1.7996 |
Largest Winning Trade | 1089103 | 1089103 | 57977 | 237195 | 237195 | 147253 |
Largest Losing Trade | -66999 | -28410 | -66999 | -134582 | -134582 | -118879 |
Avg Bars in Trades | 116 | 82 | 150 | 116 | 82 | 150 |
Avg Bars in Winners | 190 | 137 | 242 | 190 | 137 | 242 |
Avg Bars in Losers | 59 | 41 | 78 | 59 | 41 | 78 |
Bars Traded | 13877 | 4975 | 8902 | 13877 | 4975 | 8902 |
Profit Streak | 0 | 0 | 10.1908 | 0 | 0 | 10.1908 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491983 | -154342 | -315100 | -198311 | -750884 | -291355 |
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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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