Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138793.5824 | 1036511.7942 | 102281.7882 | 453244.212 | 671817.8941 | -218573.6821 |
Total P&L (%) | 1138.7936 | 1036.5118 | 102.2818 | 453.2442 | 671.8179 | -218.5737 |
Avg Daily Profit (%) | 0.6139 | 0.5588 | 0.0551 | 0.0923 | 0.1102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187311 | -68913 | -91460 | -1010185 | -452317 | -368336 |
Profit Factor | 2.9603 | 4.8725 | 1.3265 | 1.1852 | 1.6361 | 0.8428 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 37.3913 | 36.2069 | 38.5965 | 37.3913 | 36.2069 | 38.5965 |
Ratio Avg Win / Avg Loss | 4.9568 | 8.5848 | 2.1103 | 1.9846 | 2.8826 | 1.3408 |
Largest Winning Trade | 1009138 | 1009138 | 65179 | 1009138 | 1009138 | 240862 |
Largest Losing Trade | -56044 | -48150 | -56044 | -298767 | -223114 | -298767 |
Avg Bars in Trades | 92 | 78 | 107 | 92 | 78 | 107 |
Avg Bars in Winners | 173 | 126 | 219 | 173 | 126 | 219 |
Avg Bars in Losers | 44 | 51 | 37 | 44 | 51 | 37 |
Bars Traded | 10685 | 4549 | 6136 | 10685 | 4549 | 6136 |
Profit Streak | 0 | 0 | 20.5482 | 0 | 0 | 20.5482 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454710 | -166891 | -302146 | -90040 | -228019 | -763325 |
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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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