Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2082990.1003 | 2024172.6691 | 58817.4312 | 563355.8789 | 641962.2471 | -78606.3682 |
Total P&L (%) | 2082.9901 | 2024.1727 | 58.8174 | 563.3559 | 641.9622 | -78.6064 |
Avg Daily Profit (%) | 0.8967 | 0.8714 | 0.0253 | 0.0815 | 0.0863 | -0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138949 | -125081 | -131955 | -1263454 | -972200 | -761181 |
Profit Factor | 3.0423 | 5.0125 | 1.1141 | 1.0924 | 1.1987 | 0.9726 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 44.0678 | 41.573 | 46.5909 | 44.0678 | 41.573 | 46.5909 |
Ratio Avg Win / Avg Loss | 3.8614 | 7.0446 | 1.2771 | 1.3865 | 1.6846 | 1.1149 |
Largest Winning Trade | 1883901 | 1883901 | 81404 | 984123 | 984123 | 332157 |
Largest Losing Trade | -43292 | -43292 | -42823 | -398156 | -398156 | -382397 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 62 | 52 | 71 | 62 | 52 | 71 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 6759 | 2925 | 3834 | 6759 | 2925 | 3834 |
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 | 636537 | 627789 | -256447 | -204051 | -81764 | -580755 |
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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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