Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155778.4557 | 1177342.675 | -21564.2193 | -5074.4539 | -127030.6579 | 121956.204 |
Total P&L (%) | 1155.7785 | 1177.3427 | -21.5642 | -5.0745 | -127.0307 | 121.9562 |
Avg Daily Profit (%) | 0.6062 | 0.6175 | -0.0113 | -0.0027 | 0 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232218 | -182691 | -116729 | -1409399 | -1427323 | -574222 |
Profit Factor | 3.0224 | 4.8325 | 0.9184 | 0.9986 | 0.9301 | 1.0693 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 38.9381 | 38.5965 | 39.2857 | 38.9381 | 38.5965 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.7396 | 7.6881 | 1.4194 | 1.566 | 1.4797 | 1.6526 |
Largest Winning Trade | 1301072 | 1301072 | 43864 | 1299233 | 1299233 | 412962 |
Largest Losing Trade | -31345 | -31312 | -31345 | -302986 | -302986 | -293449 |
Avg Bars in Trades | 61 | 57 | 66 | 61 | 57 | 66 |
Avg Bars in Winners | 85 | 66 | 104 | 85 | 66 | 104 |
Avg Bars in Losers | 46 | 52 | 41 | 46 | 52 | 41 |
Bars Traded | 6995 | 3294 | 3700 | 6995 | 3294 | 3700 |
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 | 478105 | -165489 | -763333 | -582001 | -763879 | -464446 |
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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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