Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365548.5654 | 1264528.6227 | 101019.9427 | 362111.352 | -319244.8618 | 681356.2137 |
Total P&L (%) | 1365.5486 | 1264.5286 | 101.0199 | 362.1114 | -319.2449 | 681.3562 |
Avg Daily Profit (%) | 0.5777 | 0.535 | 0.0427 | 0.0648 | 0 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145255 | -98276 | -153182 | -511472 | -822473 | -210118 |
Profit Factor | 2.6477 | 3.9488 | 1.2526 | 1.1144 | 0.8297 | 1.5273 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 49.3902 | 45.122 | 53.6585 | 49.3902 | 45.122 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.7131 | 4.8026 | 1.0818 | 1.1419 | 1.0091 | 1.319 |
Largest Winning Trade | 1278237 | 1278237 | 57736 | 355366 | 259194 | 355366 |
Largest Losing Trade | -43309 | -26502 | -43309 | -210118 | -168933 | -210118 |
Avg Bars in Trades | 42 | 38 | 45 | 42 | 38 | 45 |
Avg Bars in Winners | 54 | 45 | 61 | 54 | 45 | 61 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 6890 | 3196 | 3693 | 6890 | 3196 | 3693 |
Profit Streak | 0 | 0 | 23.0244 | 0 | 0 | 23.0244 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609779 | 416512 | -139464 | -200549 | -585466 | -78333 |
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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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