Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1253555.5425 | 1132670.8085 | 120884.734 | 514210.1423 | -507601.8756 | 1021812.018 |
Total P&L (%) | 1253.5555 | 1132.6708 | 120.8847 | 514.2101 | -507.6019 | 1021.812 |
Avg Daily Profit (%) | 0.5331 | 0.4817 | 0.0514 | 0.0772 | 0 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126557 | -93486 | -134548 | -1092913 | -1084726 | -240903 |
Profit Factor | 2.9194 | 4.2815 | 1.3926 | 1.1552 | 0.758 | 1.8407 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 37.069 | 32.7586 | 41.3793 | 37.069 | 32.7586 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.9562 | 8.7884 | 1.9728 | 1.9612 | 1.5559 | 2.6077 |
Largest Winning Trade | 1127589 | 1127589 | 57525 | 576062 | 414515 | 576062 |
Largest Losing Trade | -39209 | -31875 | -39209 | -544147 | -544147 | -176942 |
Avg Bars in Trades | 79 | 66 | 92 | 79 | 66 | 92 |
Avg Bars in Winners | 146 | 119 | 167 | 146 | 119 | 167 |
Avg Bars in Losers | 40 | 40 | 39 | 40 | 40 | 39 |
Bars Traded | 9213 | 3869 | 5344 | 9213 | 3869 | 5344 |
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 | 422585 | -169324 | -305910 | -142826 | -765038 | -235156 |
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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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