Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619673.4151 | 1499692.3245 | 119981.0905 | 1565737.9666 | 5112650.5457 | -3546912.579 |
Total P&L (%) | 1619.6734 | 1499.6923 | 119.9811 | 1565.738 | 5112.6505 | -3546.9126 |
Avg Daily Profit (%) | 0.6818 | 0.6313 | 0.0505 | 0.1185 | 0.1666 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161164 | -121185 | -76893 | -9357862 | -5601055 | -5356868 |
Profit Factor | 2.6217 | 3.7621 | 1.2632 | 1.0494 | 1.3085 | 0.7657 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 33.3333 | 29.4118 | 37.3134 | 33.3333 | 29.4118 | 37.3134 |
Ratio Avg Win / Avg Loss | 5.2433 | 9.029 | 2.1222 | 2.0988 | 3.1403 | 1.2863 |
Largest Winning Trade | 1037140 | 1037140 | 64568 | 6808711 | 6808711 | 1840515 |
Largest Losing Trade | -30194 | -28292 | -30194 | -3084684 | -1684086 | -3084684 |
Avg Bars in Trades | 68 | 58 | 79 | 68 | 58 | 79 |
Avg Bars in Winners | 147 | 142 | 150 | 147 | 142 | 150 |
Avg Bars in Losers | 29 | 23 | 36 | 29 | 23 | 36 |
Bars Traded | 9285 | 3983 | 5302 | 9285 | 3983 | 5302 |
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 | 397150 | -101217 | -246383 | -205642 | -110829 | -701003 |
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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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