Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431725.2092 | 1360766.9483 | 70958.2609 | 322963.9894 | -942823.9983 | 1265787.9877 |
Total P&L (%) | 1431.7252 | 1360.7669 | 70.9583 | 322.964 | -942.824 | 1265.788 |
Avg Daily Profit (%) | 0.6087 | 0.5786 | 0.0302 | 0.0613 | 0 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155585 | -144349 | -94962 | -2223525 | -2257947 | -837120 |
Profit Factor | 2.9402 | 4.3531 | 1.2137 | 1.0565 | 0.7346 | 1.5842 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 35.3742 | 28.3784 | 42.4658 | 35.3742 | 28.3784 | 42.4658 |
Ratio Avg Win / Avg Loss | 5.3715 | 10.9864 | 1.6443 | 1.9301 | 1.8539 | 2.1463 |
Largest Winning Trade | 1361372 | 1361372 | 54656 | 788392 | 788392 | 567324 |
Largest Losing Trade | -42002 | -35414 | -42002 | -785784 | -785784 | -254980 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 4423 | 1933 | 2490 | 4423 | 1933 | 2490 |
Profit Streak | 0 | 0 | 9.8197 | 0 | 0 | 9.8197 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426488 | -60511 | -225696 | -273622 | -657105 | -114953 |
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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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