Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121822.4932 | 1055421.2104 | 66401.2828 | 90809.2052 | -1364486.7744 | 1455295.9796 |
Total P&L (%) | 1121.8225 | 1055.4212 | 66.4013 | 90.8092 | -1364.4868 | 1455.296 |
Avg Daily Profit (%) | 0.6052 | 0.5693 | 0.0358 | 0.0349 | 0 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183376 | -213309 | -73366 | -3130616 | -3648701 | -731937 |
Profit Factor | 2.5356 | 2.9179 | 1.3684 | 1.0111 | 0.7849 | 1.8001 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 45.3901 | 37.1429 | 53.5211 | 45.3901 | 37.1429 | 53.5211 |
Ratio Avg Win / Avg Loss | 3.0507 | 4.938 | 1.1883 | 1.2165 | 1.3283 | 1.5633 |
Largest Winning Trade | 1110990 | 1110990 | 32738 | 1097556 | 1097556 | 604539 |
Largest Losing Trade | -42751 | -42751 | -21228 | -752776 | -752776 | -326948 |
Avg Bars in Trades | 51 | 90 | 13 | 51 | 90 | 13 |
Avg Bars in Winners | 58 | 121 | 14 | 58 | 121 | 14 |
Avg Bars in Losers | 46 | 71 | 11 | 46 | 71 | 11 |
Bars Traded | 7271 | 6315 | 956 | 7271 | 6315 | 956 |
Profit Streak | 0 | 6.8223 | 0 | 0 | 6.8223 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536942 | -82005 | -230730 | -356035 | -677883 | -77391 |
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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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