Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312407.6451 | 1241434.9823 | 70972.6629 | 53732.6973 | 250170.2355 | -196437.5382 |
Total P&L (%) | 1312.4076 | 1241.435 | 70.9727 | 53.7327 | 250.1702 | -196.4375 |
Avg Daily Profit (%) | 0.5574 | 0.5272 | 0.0301 | 0.0183 | 0.0532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136889 | -143284 | -150348 | -573048 | -306411 | -440442 |
Profit Factor | 2.623 | 3.9888 | 1.1805 | 1.0396 | 1.392 | 0.7272 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 42.8571 | 36.9565 | 48.8889 | 42.8571 | 36.9565 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.4973 | 6.8044 | 1.2341 | 1.3861 | 2.3746 | 0.7602 |
Largest Winning Trade | 1200769 | 1200769 | 58311 | 562016 | 562016 | 85553 |
Largest Losing Trade | -57065 | -35932 | -57065 | -347424 | -101456 | -347424 |
Avg Bars in Trades | 76 | 75 | 76 | 76 | 75 | 76 |
Avg Bars in Winners | 115 | 126 | 106 | 115 | 126 | 106 |
Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
Bars Traded | 6934 | 3493 | 3441 | 6934 | 3493 | 3441 |
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 | 488145 | 464005 | -175006 | -349080 | -125063 | -581144 |
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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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