Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687611.6488 | 1523333.3704 | 164278.2784 | 1634051.201 | -335107.0414 | 1969158.2425 |
Total P&L (%) | 1687.6116 | 1523.3334 | 164.2783 | 1634.0512 | -335.107 | 1969.1582 |
Avg Daily Profit (%) | 0.7137 | 0.6443 | 0.0695 | 0.1207 | 0 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141517 | -54243 | -150414 | -954092 | -883114 | -489856 |
Profit Factor | 3.5552 | 6.0225 | 1.4599 | 1.3835 | 0.8645 | 2.101 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 52.3364 | 48.1481 | 56.6038 | 52.3364 | 48.1481 | 56.6038 |
Ratio Avg Win / Avg Loss | 3.2377 | 6.4858 | 1.1193 | 1.2599 | 0.931 | 1.6108 |
Largest Winning Trade | 1420081 | 1420081 | 68460 | 725235 | 339576 | 725235 |
Largest Losing Trade | -63698 | -32972 | -63698 | -506493 | -506493 | -314582 |
Avg Bars in Trades | 43 | 32 | 53 | 43 | 32 | 53 |
Avg Bars in Winners | 54 | 43 | 65 | 54 | 43 | 65 |
Avg Bars in Losers | 30 | 23 | 38 | 30 | 23 | 38 |
Bars Traded | 4617 | 1772 | 2845 | 4617 | 1772 | 2845 |
Profit Streak | 0 | 0 | 86.0602 | 0 | 0 | 86.0602 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 711050 | -160412 | -277347 | -30228 | -761553 | -195678 |
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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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