Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007466.9912 | 938261.3087 | 69205.6825 | 880994.2748 | 968986.3562 | -87992.0814 |
Total P&L (%) | 1007.467 | 938.2613 | 69.2057 | 880.9943 | 968.9864 | -87.9921 |
Avg Daily Profit (%) | 0.4338 | 0.404 | 0.0298 | 0.0984 | 0.1021 | -0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115284 | -100519 | -142895 | -1252719 | -1116491 | -1052419 |
Profit Factor | 2.0527 | 3.0525 | 1.1384 | 1.1104 | 1.244 | 0.9781 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 38.0597 | 32.8358 | 43.2836 | 38.0597 | 32.8358 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.3407 | 6.2438 | 1.4918 | 1.8071 | 2.5446 | 1.2816 |
Largest Winning Trade | 355042 | 355042 | 84143 | 1078701 | 1078701 | 593127 |
Largest Losing Trade | -40119 | -33965 | -40119 | -614768 | -402063 | -614768 |
Avg Bars in Trades | 100 | 93 | 108 | 100 | 93 | 108 |
Avg Bars in Winners | 179 | 178 | 179 | 179 | 178 | 179 |
Avg Bars in Losers | 52 | 51 | 54 | 52 | 51 | 54 |
Bars Traded | 13510 | 6245 | 7265 | 13510 | 6245 | 7265 |
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 | 347390 | -108020 | -340930 | -163502 | -179071 | -698681 |
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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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