Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161311.7409 | 1150367.0034 | 10944.7376 | 31670.1046 | 121933.4739 | -90263.3693 |
Total P&L (%) | 1161.3117 | 1150.367 | 10.9447 | 31.6701 | 121.9335 | -90.2634 |
Avg Daily Profit (%) | 0.4862 | 0.4816 | 0.0046 | 0.0115 | 0.0334 | -0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190651 | -148589 | -108287 | -3669661 | -3021197 | -1204421 |
Profit Factor | 2.1537 | 3.2535 | 1.0221 | 1.004 | 1.0256 | 0.9719 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 35.8491 | 33.9623 | 37.7358 | 35.8491 | 33.9623 | 37.7358 |
Ratio Avg Win / Avg Loss | 3.854 | 6.3263 | 1.6864 | 1.7966 | 1.9942 | 1.6037 |
Largest Winning Trade | 959686 | 959686 | 65176 | 2141890 | 2141890 | 700520 |
Largest Losing Trade | -45276 | -39422 | -45276 | -1056052 | -1056052 | -1037244 |
Avg Bars in Trades | 132 | 118 | 145 | 132 | 118 | 145 |
Avg Bars in Winners | 244 | 228 | 259 | 244 | 228 | 259 |
Avg Bars in Losers | 69 | 61 | 77 | 69 | 61 | 77 |
Bars Traded | 14005 | 6275 | 7730 | 14005 | 6275 | 7730 |
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 | 336946 | -169905 | -703056 | -400681 | -526153 | -762824 |
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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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