Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049244.8183 | 936217.8045 | 113027.0138 | 282164.957 | -10174.5498 | 292339.5068 |
Total P&L (%) | 1049.2448 | 936.2178 | 113.027 | 282.165 | -10.1746 | 292.3395 |
Avg Daily Profit (%) | 0.4437 | 0.3959 | 0.0478 | 0.0567 | -0.0045 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166065 | -83893 | -192066 | -203661 | -155232 | -145917 |
Profit Factor | 2.6435 | 4.1898 | 1.3277 | 1.3871 | 0.9737 | 1.8551 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 48.0519 | 43.5897 | 52.6316 | 48.0519 | 43.5897 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.8579 | 5.4221 | 1.1949 | 1.4995 | 1.2601 | 1.6696 |
Largest Winning Trade | 811152 | 811152 | 69385 | 152754 | 87526 | 152754 |
Largest Losing Trade | -74040 | -29278 | -74040 | -65813 | -64586 | -65813 |
Avg Bars in Trades | 120 | 102 | 138 | 120 | 102 | 138 |
Avg Bars in Winners | 185 | 160 | 206 | 185 | 160 | 206 |
Avg Bars in Losers | 60 | 58 | 61 | 60 | 58 | 61 |
Bars Traded | 9260 | 4013 | 5247 | 9260 | 4013 | 5247 |
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 | -31872 | 519863 | -128469 | -163610 | -581583 | -111835 |
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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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