Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622683.7126 | 611394.3326 | 11289.38 | -31286.0186 | 1455841.1399 | -1487127.1585 |
Total P&L (%) | 622.6837 | 611.3943 | 11.2894 | -31.286 | 1455.8411 | -1487.1272 |
Avg Daily Profit (%) | 0.2578 | 0.2532 | 0.0047 | -0.0155 | 0.1137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207706 | -122862 | -140957 | -1598533 | -472974 | -1728618 |
Profit Factor | 1.7306 | 2.4089 | 1.027 | 0.9903 | 2.4785 | 0.3371 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 40.9639 | 38.0952 | 43.9024 | 40.9639 | 38.0952 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.4942 | 3.9145 | 1.3123 | 1.4272 | 4.0276 | 0.4307 |
Largest Winning Trade | 397759 | 397759 | 67282 | 1010143 | 1010143 | 140179 |
Largest Losing Trade | -69504 | -38424 | -69504 | -1153625 | -160166 | -1153625 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 82 | 78 | 85 | 82 | 78 | 85 |
Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
Bars Traded | 4703 | 2255 | 2448 | 4703 | 2255 | 2448 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252752 | 305826 | -505412 | -583902 | -40634 | -583113 |
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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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