Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303116.9438 | 1261934.5437 | 41182.4001 | 98916.161 | 915196.4491 | -816280.2881 |
Total P&L (%) | 1303.1169 | 1261.9345 | 41.1824 | 98.9162 | 915.1964 | -816.2803 |
Avg Daily Profit (%) | 0.5612 | 0.5435 | 0.0177 | 0.0296 | 0.0999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121917 | -112410 | -161665 | -912849 | -373483 | -1160249 |
Profit Factor | 3.0308 | 4.9475 | 1.1279 | 1.0418 | 2.0402 | 0.4503 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 46.875 | 45.1613 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.5533 | 5.6071 | 1.3696 | 1.2215 | 2.3122 | 0.5468 |
Largest Winning Trade | 980289 | 980289 | 82756 | 929690 | 929690 | 148226 |
Largest Losing Trade | -78436 | -45792 | -78436 | -779925 | -131998 | -779925 |
Avg Bars in Trades | 140 | 139 | 141 | 140 | 139 | 141 |
Avg Bars in Winners | 207 | 205 | 210 | 207 | 205 | 210 |
Avg Bars in Losers | 82 | 80 | 84 | 82 | 80 | 84 |
Bars Traded | 8833 | 4448 | 4385 | 8833 | 4448 | 4385 |
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 | -135628 | 629357 | -253040 | -480367 | -56608 | -582699 |
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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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