Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588323.8252 | 1522644.3907 | 65679.4345 | 45314.8474 | -35310.0407 | 80624.888 |
Total P&L (%) | 1588.3238 | 1522.6444 | 65.6794 | 45.3148 | -35.31 | 80.6249 |
Avg Daily Profit (%) | 0.6756 | 0.6477 | 0.0279 | 0.0159 | -0.0185 | 0.0252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237483 | -82012 | -240506 | -173325 | -99642 | -106453 |
Profit Factor | 2.4851 | 3.6562 | 1.1323 | 1.0616 | 0.916 | 1.2561 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 44.2708 | 40.625 | 47.9167 | 44.2708 | 40.625 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.1283 | 5.3437 | 1.2308 | 1.3364 | 1.3388 | 1.3653 |
Largest Winning Trade | 1524445 | 1524445 | 47622 | 63186 | 63186 | 49468 |
Largest Losing Trade | -68736 | -31086 | -68736 | -45165 | -38744 | -45165 |
Avg Bars in Trades | 71 | 88 | 54 | 71 | 88 | 54 |
Avg Bars in Winners | 90 | 111 | 71 | 90 | 111 | 71 |
Avg Bars in Losers | 56 | 72 | 37 | 56 | 72 | 37 |
Bars Traded | 13675 | 8468 | 5207 | 13675 | 8468 | 5207 |
Profit Streak | 0 | 0 | 39.5836 | 0 | 0 | 39.5836 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562204 | 530278 | -231347 | -327315 | -583055 | -160013 |
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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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