Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1716790.9584 | 1679333.3352 | 37457.6232 | -67530.7613 | -27375.5663 | -40155.195 |
Total P&L (%) | 1716.791 | 1679.3333 | 37.4576 | -67.5308 | -27.3756 | -40.1552 |
Avg Daily Profit (%) | 0.7246 | 0.7088 | 0.0158 | -0.0475 | -0.0135 | -0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167515 | -115090 | -173057 | -136329 | -113446 | -123592 |
Profit Factor | 2.9319 | 4.2582 | 1.1004 | 0.8756 | 0.9105 | 0.8305 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 53.913 | 48.2759 | 59.6491 | 53.913 | 48.2759 | 59.6491 |
Ratio Avg Win / Avg Loss | 2.5063 | 4.5624 | 0.7444 | 0.7485 | 0.9756 | 0.5618 |
Largest Winning Trade | 1756691 | 1756691 | 36625 | 135241 | 135241 | 39227 |
Largest Losing Trade | -75672 | -49700 | -75672 | -81284 | -41982 | -81284 |
Avg Bars in Trades | 120 | 142 | 98 | 120 | 142 | 98 |
Avg Bars in Winners | 126 | 135 | 118 | 126 | 135 | 118 |
Avg Bars in Losers | 114 | 149 | 69 | 114 | 149 | 69 |
Bars Traded | 13902 | 8288 | 5614 | 13902 | 8288 | 5614 |
Profit Streak | 0 | 0 | 79.6722 | 0 | 0 | 79.6722 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 681593 | -161088 | -463813 | -579965 | -761503 | -758619 |
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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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