Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242718.9772 | 1157864.5814 | 84854.3958 | 218706.8539 | -593531.0869 | 812237.9408 |
Total P&L (%) | 1242.719 | 1157.8646 | 84.8544 | 218.7069 | -593.5311 | 812.2379 |
Avg Daily Profit (%) | 0.527 | 0.491 | 0.036 | 0.0492 | 0 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122410 | -111234 | -101259 | -1210575 | -1449694 | -431949 |
Profit Factor | 2.9038 | 4.4547 | 1.2672 | 1.0525 | 0.7725 | 1.5224 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.0233 | 39.5349 | 46.5116 | 43.0233 | 39.5349 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.8456 | 6.8131 | 1.4573 | 1.3939 | 1.1814 | 1.7507 |
Largest Winning Trade | 1139932 | 1139932 | 64305 | 462469 | 462469 | 361551 |
Largest Losing Trade | -58545 | -35908 | -58545 | -473572 | -473572 | -246221 |
Avg Bars in Trades | 106 | 93 | 119 | 106 | 93 | 119 |
Avg Bars in Winners | 168 | 151 | 182 | 168 | 151 | 182 |
Avg Bars in Losers | 60 | 56 | 65 | 60 | 56 | 65 |
Bars Traded | 9174 | 4033 | 5141 | 9174 | 4033 | 5141 |
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 | 500160 | 500435 | -146252 | -292481 | -583130 | -66090 |
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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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