Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141186.0607 | 1031634.8923 | 109551.1683 | 626412.8752 | -93584.7858 | 719997.661 |
Total P&L (%) | 1141.1861 | 1031.6349 | 109.5512 | 626.4129 | -93.5848 | 719.9977 |
Avg Daily Profit (%) | 0.5866 | 0.5303 | 0.0563 | 0.102 | -0.1411 | 0.1082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170939 | -101168 | -90296 | -815277 | -700543 | -161096 |
Profit Factor | 2.4479 | 2.9868 | 1.4074 | 1.1972 | 0.9591 | 1.8113 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 43.0894 | 34.4262 | 51.6129 | 43.0894 | 34.4262 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.233 | 5.6891 | 1.3194 | 1.5812 | 1.8269 | 1.6981 |
Largest Winning Trade | 833636 | 833636 | 50884 | 610079 | 610079 | 252877 |
Largest Losing Trade | -41588 | -41588 | -37284 | -199057 | -199057 | -151819 |
Avg Bars in Trades | 92 | 133 | 51 | 92 | 133 | 51 |
Avg Bars in Winners | 118 | 187 | 73 | 118 | 187 | 73 |
Avg Bars in Losers | 72 | 105 | 28 | 72 | 105 | 28 |
Bars Traded | 11362 | 8163 | 3199 | 11362 | 8163 | 3199 |
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 | 491243 | -151449 | -270950 | -61251 | -746014 | -198628 |
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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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