Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1318629.4723 | 1259756.8669 | 58872.6054 | 811.0178 | -87990.7167 | 88801.7345 |
Total P&L (%) | 1318.6295 | 1259.7569 | 58.8726 | 0.811 | -87.9907 | 88.8017 |
Avg Daily Profit (%) | 0.5569 | 0.5321 | 0.0249 | 0.0003 | -0.0895 | 0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167960 | -99441 | -195606 | -163202 | -152094 | -130882 |
Profit Factor | 2.6841 | 4.1456 | 1.1539 | 1.0012 | 0.7745 | 1.3186 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 46.4286 | 37.5 | 55.3571 | 46.4286 | 37.5 | 55.3571 |
Ratio Avg Win / Avg Loss | 3.097 | 6.9094 | 0.9306 | 1.1552 | 1.2908 | 1.0634 |
Largest Winning Trade | 1251538 | 1251538 | 63302 | 76896 | 76896 | 61645 |
Largest Losing Trade | -77416 | -38151 | -77416 | -71614 | -39932 | -71614 |
Avg Bars in Trades | 61 | 51 | 71 | 61 | 51 | 71 |
Avg Bars in Winners | 90 | 80 | 96 | 90 | 80 | 96 |
Avg Bars in Losers | 36 | 34 | 40 | 36 | 34 | 40 |
Bars Traded | 6901 | 2883 | 4018 | 6901 | 2883 | 4018 |
Profit Streak | 0 | 0 | 46.2545 | 0 | 0 | 46.2545 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544230 | -167149 | -391667 | -578413 | -764305 | -335188 |
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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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