Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501145.7075 | 1407708.3758 | 93437.3317 | 927630.776 | -428207.6338 | 1355838.4098 |
Total P&L (%) | 1501.1457 | 1407.7084 | 93.4373 | 927.6308 | -428.2076 | 1355.8384 |
Avg Daily Profit (%) | 0.8053 | 0.7551 | 0.0501 | 0.1251 | 0 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141715 | -107199 | -51764 | -1787178 | -1777052 | -652972 |
Profit Factor | 3.5773 | 5.2898 | 1.3674 | 1.1441 | 0.8877 | 1.5166 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 34.1176 | 27.907 | 40.4762 | 34.1176 | 27.907 | 40.4762 |
Ratio Avg Win / Avg Loss | 6.9078 | 13.6654 | 2.0109 | 2.2093 | 2.2932 | 2.2303 |
Largest Winning Trade | 1301922 | 1301922 | 62399 | 867376 | 760949 | 867376 |
Largest Losing Trade | -35209 | -35209 | -20636 | -558458 | -558458 | -408410 |
Avg Bars in Trades | 127 | 112 | 143 | 127 | 112 | 143 |
Avg Bars in Winners | 245 | 223 | 261 | 245 | 223 | 261 |
Avg Bars in Losers | 66 | 70 | 62 | 66 | 70 | 62 |
Bars Traded | 10866 | 4855 | 6011 | 10866 | 4855 | 6011 |
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 | 503020 | 138180 | -128029 | -92511 | -594951 | -1839 |
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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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