Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125506.8329 | 1090824.5708 | 34682.2622 | 22336.6162 | 124698.977 | -102362.3608 |
Total P&L (%) | 1125.5068 | 1090.8246 | 34.6823 | 22.3366 | 124.699 | -102.3624 |
Avg Daily Profit (%) | 0.4765 | 0.4618 | 0.0147 | 0.0085 | 0.0343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153511 | -104274 | -205752 | -234534 | -125973 | -301077 |
Profit Factor | 2.2876 | 3.793 | 1.0717 | 1.0218 | 1.3033 | 0.8335 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 39.2265 | 38.4615 | 40 | 39.2265 | 38.4615 | 40 |
Ratio Avg Win / Avg Loss | 3.5441 | 6.0688 | 1.6076 | 1.583 | 2.0852 | 1.2503 |
Largest Winning Trade | 1154654 | 1154654 | 56209 | 263372 | 263372 | 69532 |
Largest Losing Trade | -47576 | -32442 | -47576 | -116536 | -33322 | -116536 |
Avg Bars in Trades | 76 | 65 | 87 | 76 | 65 | 87 |
Avg Bars in Winners | 124 | 103 | 143 | 124 | 103 | 143 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 13834 | 5931 | 7904 | 13834 | 5931 | 7904 |
Profit Streak | 21.4461 | 21.4461 | 24.1127 | 21.4461 | 21.4461 | 24.1127 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468928 | 483747 | -319622 | -383956 | -149633 | -582283 |
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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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