Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265038.2853 | 1231406.5082 | 33631.777 | 8846.1713 | 130182.8 | -121336.6286 |
Total P&L (%) | 1265.0383 | 1231.4065 | 33.6318 | 8.8462 | 130.1828 | -121.3366 |
Avg Daily Profit (%) | 0.6835 | 0.6653 | 0.0182 | 0.0046 | 0.0451 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211675 | -167783 | -113343 | -1000321 | -843785 | -402659 |
Profit Factor | 2.6017 | 3.9978 | 1.0887 | 1.0039 | 1.1002 | 0.8744 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 39.6552 | 29.3103 | 50 | 39.6552 | 29.3103 | 50 |
Ratio Avg Win / Avg Loss | 3.9591 | 9.6417 | 1.0887 | 1.5277 | 2.6533 | 0.8744 |
Largest Winning Trade | 1296301 | 1296301 | 56118 | 965466 | 965466 | 196725 |
Largest Losing Trade | -53755 | -41151 | -53755 | -393267 | -393267 | -352330 |
Avg Bars in Trades | 93 | 85 | 101 | 93 | 85 | 101 |
Avg Bars in Winners | 159 | 185 | 144 | 159 | 185 | 144 |
Avg Bars in Losers | 50 | 44 | 58 | 50 | 44 | 58 |
Bars Traded | 10870 | 4983 | 5887 | 10870 | 4983 | 5887 |
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 | 482998 | -172075 | -474347 | -571314 | -433113 | -760833 |
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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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