Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776434.1468 | 687109.6736 | 89324.4732 | 663252.781 | 2482554.0619 | -1819301.2809 |
Total P&L (%) | 776.4341 | 687.1097 | 89.3245 | 663.2528 | 2482.5541 | -1819.3013 |
Avg Daily Profit (%) | 0.3261 | 0.2886 | 0.0375 | 0.0854 | 0.1366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148085 | -149113 | -96865 | -5367996 | -3844207 | -2726049 |
Profit Factor | 1.7135 | 2.2638 | 1.164 | 1.0447 | 1.3279 | 0.7502 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 38.2166 | 35.443 | 41.0256 | 38.2166 | 35.443 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.7702 | 4.1234 | 1.6733 | 1.6889 | 2.4187 | 1.0785 |
Largest Winning Trade | 200760 | 200760 | 65563 | 3878802 | 3878802 | 869943 |
Largest Losing Trade | -41749 | -41749 | -33132 | -1094779 | -1051213 | -1094779 |
Avg Bars in Trades | 59 | 55 | 62 | 59 | 55 | 62 |
Avg Bars in Winners | 100 | 99 | 100 | 100 | 99 | 100 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 9279 | 4414 | 4865 | 9279 | 4414 | 4865 |
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 | 309698 | -19515 | -219714 | -252601 | -41465 | -617059 |
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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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