Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091945.4503 | 1024187.3971 | 67758.0533 | 98121.5158 | -44638.3773 | 142759.8931 |
Total P&L (%) | 1091.9455 | 1024.1874 | 67.7581 | 98.1215 | -44.6384 | 142.7599 |
Avg Daily Profit (%) | 0.45 | 0.4221 | 0.0279 | 0.0282 | -0.0244 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196742 | -95514 | -156272 | -362332 | -238963 | -180424 |
Profit Factor | 2.1614 | 3.1227 | 1.148 | 1.0575 | 0.9536 | 1.1914 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 52.7397 | 47.9452 | 57.5342 | 52.7397 | 47.9452 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.9369 | 3.3903 | 0.8474 | 0.9476 | 1.0353 | 0.8794 |
Largest Winning Trade | 891040 | 891040 | 64520 | 198874 | 198874 | 108073 |
Largest Losing Trade | -72695 | -40329 | -72695 | -116772 | -116772 | -98576 |
Avg Bars in Trades | 31 | 23 | 40 | 31 | 23 | 40 |
Avg Bars in Winners | 39 | 27 | 48 | 39 | 27 | 48 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 4642 | 1708 | 2934 | 4642 | 1708 | 2934 |
Profit Streak | 0 | 0 | 27.1599 | 0 | 0 | 27.1599 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540999 | -56576 | -285227 | -313449 | -651590 | -225850 |
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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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