Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108275.7391 | 1083824.7467 | 24450.9924 | -53739.6984 | -83085.1084 | 29345.41 |
Total P&L (%) | 1108.2757 | 1083.8247 | 24.451 | -53.7397 | -83.0851 | 29.3454 |
Avg Daily Profit (%) | 0.4686 | 0.4583 | 0.0103 | -0.0326 | -0.0751 | 0.0109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122446 | -116794 | -142110 | -162275 | -183837 | -85034 |
Profit Factor | 2.43 | 3.7742 | 1.0636 | 0.9268 | 0.8066 | 1.0965 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 49.5146 | 44.2308 | 54.902 | 49.5146 | 44.2308 | 54.902 |
Ratio Avg Win / Avg Loss | 2.4777 | 4.7587 | 0.8737 | 0.9449 | 1.017 | 0.9007 |
Largest Winning Trade | 1139501 | 1139501 | 64026 | 132443 | 132443 | 55272 |
Largest Losing Trade | -68470 | -35181 | -68470 | -56625 | -56625 | -55582 |
Avg Bars in Trades | 67 | 61 | 73 | 67 | 61 | 73 |
Avg Bars in Winners | 90 | 85 | 95 | 90 | 85 | 95 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 6942 | 3195 | 3747 | 6942 | 3195 | 3747 |
Profit Streak | 0 | 0 | 21.9533 | 0 | 0 | 21.9533 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541766 | -165157 | -514021 | -580692 | -761410 | -476409 |
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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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