Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122723.5726 | 1148244.7845 | -25521.2119 | -112717.2932 | -80775.4608 | -31941.8324 |
Total P&L (%) | 1122.7236 | 1148.2448 | -25.5212 | -112.7173 | -80.7755 | -31.9418 |
Avg Daily Profit (%) | 0.4775 | 0.4883 | -0.0109 | 0 | -0.0701 | -0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274366 | -89773 | -277373 | -137538 | -84680 | -68065 |
Profit Factor | 2.0418 | 3.0308 | 0.9502 | 0.5561 | 0.4663 | 0.6886 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 57 | 24 | 33 | 70 | 37 | 33 |
Losing Trades | 79 | 44 | 35 | 66 | 31 | 35 |
Profitability (%) | 41.9118 | 35.2941 | 48.5294 | 51.4706 | 54.4118 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.8299 | 5.5564 | 1.0078 | 0.5244 | 0.3907 | 0.7304 |
Largest Winning Trade | 1146460 | 1146460 | 54489 | 19095 | 14745 | 19095 |
Largest Losing Trade | -110441 | -58397 | -110441 | -27082 | -27082 | -21308 |
Avg Bars in Trades | 67 | 88 | 46 | 67 | 88 | 46 |
Avg Bars in Winners | 92 | 129 | 65 | 54 | 75 | 30 |
Avg Bars in Losers | 49 | 65 | 29 | 81 | 103 | 62 |
Bars Traded | 9196 | 6004 | 3192 | 9196 | 6004 | 3192 |
Profit Streak | 0 | 0 | 44.7946 | 24.5446 | 56.5446 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414175 | -98885 | -688586 | -579683 | -688405 | -690808 |
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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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