Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563530.9249 | 1462580.2732 | 100950.6516 | 258175.5876 | 103749.9127 | 154425.6749 |
Total P&L (%) | 1563.5309 | 1462.5803 | 100.9507 | 258.1756 | 103.7499 | 154.4257 |
Avg Daily Profit (%) | 0.8393 | 0.7851 | 0.0542 | 0.0685 | 0.0382 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162043 | -144926 | -67568 | -1606780 | -1347882 | -612895 |
Profit Factor | 3.1645 | 4.1627 | 1.3884 | 1.061 | 1.0395 | 1.0963 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 46.9027 | 39.2857 | 54.386 | 46.9027 | 39.2857 | 54.386 |
Ratio Avg Win / Avg Loss | 3.5824 | 6.4333 | 1.1645 | 1.2012 | 1.6065 | 0.9195 |
Largest Winning Trade | 1509617 | 1509617 | 48134 | 1434018 | 1434018 | 229931 |
Largest Losing Trade | -46132 | -46132 | -40688 | -410444 | -366809 | -410444 |
Avg Bars in Trades | 97 | 130 | 65 | 97 | 130 | 65 |
Avg Bars in Winners | 112 | 178 | 66 | 112 | 178 | 66 |
Avg Bars in Losers | 83 | 98 | 63 | 83 | 98 | 63 |
Bars Traded | 10991 | 7282 | 3709 | 10991 | 7282 | 3709 |
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 | 660357 | -164002 | -299412 | -255752 | -502038 | -421727 |
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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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