Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296300.6488 | 1193996.2282 | 102304.4206 | 9010.3836 | -42716.1175 | 51726.5011 |
Total P&L (%) | 1296.3006 | 1193.9962 | 102.3044 | 9.0104 | -42.7161 | 51.7265 |
Avg Daily Profit (%) | 0.55 | 0.5066 | 0.0434 | 0.0037 | -0.0236 | 0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166648 | -117325 | -179718 | -146367 | -48625 | -117864 |
Profit Factor | 2.743 | 4.3298 | 1.2656 | 1.0225 | 0.7728 | 1.2443 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 41.4894 | 34.0426 | 48.9362 | 41.4894 | 34.0426 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.8683 | 8.389 | 1.3206 | 1.442 | 1.4974 | 1.2984 |
Largest Winning Trade | 1076629 | 1076629 | 69643 | 59692 | 36226 | 59692 |
Largest Losing Trade | -94401 | -30809 | -94401 | -90162 | -21780 | -90162 |
Avg Bars in Trades | 74 | 66 | 83 | 74 | 66 | 83 |
Avg Bars in Winners | 120 | 119 | 120 | 120 | 119 | 120 |
Avg Bars in Losers | 42 | 38 | 48 | 42 | 38 | 48 |
Bars Traded | 7036 | 3102 | 3935 | 7036 | 3102 | 3935 |
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 | 475343 | 426131 | -135391 | -552498 | -585235 | -171027 |
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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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