Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1714100.629 | 1661883.6182 | 52217.0108 | -84786.2444 | 398127.6062 | -482913.8506 |
Total P&L (%) | 1714.1006 | 1661.8836 | 52.217 | -84.7862 | 398.1276 | -482.9139 |
Avg Daily Profit (%) | 0.724 | 0.702 | 0.0221 | -0.0795 | 0.0678 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142742 | -110062 | -128687 | -1477567 | -660599 | -977220 |
Profit Factor | 2.9102 | 3.9199 | 1.1591 | 0.961 | 1.4288 | 0.6117 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 50.7042 | 45.0704 | 56.338 | 50.7042 | 45.0704 | 56.338 |
Ratio Avg Win / Avg Loss | 2.8294 | 4.7774 | 0.8983 | 0.9343 | 1.7414 | 0.4741 |
Largest Winning Trade | 1652515 | 1652515 | 34328 | 965643 | 965643 | 278711 |
Largest Losing Trade | -97006 | -53786 | -97006 | -975386 | -485646 | -975386 |
Avg Bars in Trades | 31 | 55 | 8 | 31 | 55 | 8 |
Avg Bars in Winners | 29 | 53 | 9 | 29 | 53 | 9 |
Avg Bars in Losers | 34 | 56 | 7 | 34 | 56 | 7 |
Bars Traded | 4516 | 3910 | 606 | 4516 | 3910 | 606 |
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 | 667453 | -69544 | -297341 | -580310 | -189239 | -666358 |
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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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