Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013770.4793 | 966983.4161 | 46787.0632 | 32865.5851 | 67075.881 | -34210.2959 |
Total P&L (%) | 1013.7705 | 966.9834 | 46.7871 | 32.8656 | 67.0759 | -34.2103 |
Avg Daily Profit (%) | 0.4302 | 0.4103 | 0.0199 | 0.0121 | 0.0218 | -0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138527 | -97802 | -140899 | -418302 | -271299 | -228706 |
Profit Factor | 2.2568 | 3.1736 | 1.1293 | 1.0288 | 1.1028 | 0.9302 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 44.5378 | 41.6667 | 47.4576 | 44.5378 | 41.6667 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.8104 | 4.443 | 1.2503 | 1.2811 | 1.5439 | 1.0299 |
Largest Winning Trade | 935026 | 935026 | 65483 | 160895 | 160895 | 102569 |
Largest Losing Trade | -72441 | -46324 | -72441 | -145092 | -122653 | -145092 |
Avg Bars in Trades | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Winners | 79 | 61 | 94 | 79 | 61 | 94 |
Avg Bars in Losers | 41 | 51 | 29 | 41 | 51 | 29 |
Bars Traded | 6909 | 3337 | 3572 | 6909 | 3337 | 3572 |
Profit Streak | 0 | 0 | 72.1669 | 0 | 0 | 72.1669 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449730 | -156798 | -422908 | -370284 | -443002 | -755813 |
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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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