Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1761233.1659 | 1806466.9772 | -45233.8113 | 17743.1083 | 93351.0529 | -75607.9447 |
Total P&L (%) | 1761.2332 | 1806.467 | -45.2338 | 17.7431 | 93.3511 | -75.6079 |
Avg Daily Profit (%) | 0.7631 | 0.7827 | -0.0196 | 0.0071 | 0.0286 | -0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138451 | -75108 | -151265 | -132136 | -115177 | -151552 |
Profit Factor | 3.3233 | 6.6106 | 0.8963 | 1.0211 | 1.2451 | 0.8355 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 44.6602 | 38.4615 | 50.9804 | 44.6602 | 38.4615 | 50.9804 |
Ratio Avg Win / Avg Loss | 4.1181 | 10.5769 | 0.8618 | 1.2653 | 1.9922 | 0.8034 |
Largest Winning Trade | 1757408 | 1757408 | 88900 | 125184 | 125184 | 62571 |
Largest Losing Trade | -65387 | -34273 | -65387 | -60938 | -41926 | -60938 |
Avg Bars in Trades | 41 | 32 | 50 | 41 | 32 | 50 |
Avg Bars in Winners | 66 | 55 | 74 | 66 | 55 | 74 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 4228 | 1676 | 2552 | 4228 | 1676 | 2552 |
Profit Streak | 0 | 0 | 11.4345 | 0 | 0 | 11.4345 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626476 | -162996 | -760073 | -390875 | -338393 | -760073 |
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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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