Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1324645.3567 | 1237497.1455 | 87148.2112 | 309208.9256 | -95087.0732 | 404295.9988 |
Total P&L (%) | 1324.6454 | 1237.4971 | 87.1482 | 309.2089 | -95.0871 | 404.296 |
Avg Daily Profit (%) | 0.5573 | 0.5206 | 0.0367 | 0.0593 | -0.1267 | 0.0681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156810 | -135462 | -99410 | -6509901 | -5277169 | -2950254 |
Profit Factor | 2.4589 | 3.6203 | 1.2 | 1.019 | 0.9892 | 1.054 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 39.3701 | 31.25 | 47.619 | 39.3701 | 31.25 | 47.619 |
Ratio Avg Win / Avg Loss | 3.7868 | 7.9646 | 1.32 | 1.5692 | 2.1762 | 1.1594 |
Largest Winning Trade | 844051 | 844051 | 64433 | 4108199 | 4108199 | 1862956 |
Largest Losing Trade | -43759 | -33316 | -43759 | -1429872 | -1375467 | -1429872 |
Avg Bars in Trades | 54 | 46 | 63 | 54 | 46 | 63 |
Avg Bars in Winners | 87 | 87 | 86 | 87 | 87 | 86 |
Avg Bars in Losers | 33 | 27 | 42 | 33 | 27 | 42 |
Bars Traded | 6960 | 2956 | 4004 | 6960 | 2956 | 4004 |
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 | 431286 | -129188 | -292055 | -316082 | -724750 | -410772 |
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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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