Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013514.5679 | 1009615.3963 | 3899.1716 | 56790.3626 | -23605.0449 | 80395.4075 |
Total P&L (%) | 1013.5146 | 1009.6154 | 3.8992 | 56.7904 | -23.605 | 80.3954 |
Avg Daily Profit (%) | 0.4304 | 0.4287 | 0.0017 | 0.0191 | -0.0114 | 0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177035 | -66693 | -115237 | -101316 | -119512 | -85346 |
Profit Factor | 2.6554 | 5.1764 | 1.0105 | 1.0895 | 0.9258 | 1.2539 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 46.9136 | 46.3415 | 47.5 | 46.9136 | 46.3415 | 47.5 |
Ratio Avg Win / Avg Loss | 3.0048 | 5.9937 | 1.1169 | 1.2328 | 1.0719 | 1.3859 |
Largest Winning Trade | 1005630 | 1005630 | 67874 | 89861 | 89861 | 67853 |
Largest Losing Trade | -55650 | -37631 | -55650 | -75685 | -75685 | -59591 |
Avg Bars in Trades | 159 | 98 | 222 | 159 | 98 | 222 |
Avg Bars in Winners | 217 | 137 | 297 | 217 | 137 | 297 |
Avg Bars in Losers | 108 | 64 | 154 | 108 | 64 | 154 |
Bars Traded | 12929 | 4030 | 8899 | 12929 | 4030 | 8899 |
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 | -2405 | 595083 | -566271 | -307783 | -580498 | -160538 |
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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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