Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408153.1233 | 1388412.914 | 19740.2093 | 5190.4679 | -96622.5311 | 101812.999 |
Total P&L (%) | 1408.1531 | 1388.4129 | 19.7402 | 5.1905 | -96.6225 | 101.813 |
Avg Daily Profit (%) | 0.6762 | 0.6667 | 0.0095 | 0.0024 | -0.1626 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283504 | -252666 | -73234 | -7043714 | -6066453 | -1502991 |
Profit Factor | 2.0788 | 2.7272 | 1.0394 | 1.0003 | 0.9909 | 1.0145 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 199 | 109 | 90 | 199 | 109 | 90 |
Profitability (%) | 38.9571 | 33.1288 | 44.7853 | 38.9571 | 33.1288 | 44.7853 |
Ratio Avg Win / Avg Loss | 3.2573 | 5.5049 | 1.2814 | 1.5674 | 2.0001 | 1.2507 |
Largest Winning Trade | 1367015 | 1367015 | 51016 | 3054252 | 3054252 | 677626 |
Largest Losing Trade | -32496 | -30291 | -32496 | -995536 | -995536 | -730760 |
Avg Bars in Trades | 74 | 118 | 31 | 74 | 118 | 31 |
Avg Bars in Winners | 101 | 191 | 34 | 101 | 191 | 34 |
Avg Bars in Losers | 58 | 82 | 28 | 58 | 82 | 28 |
Bars Traded | 24422 | 19326 | 5096 | 24422 | 19326 | 5096 |
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 | 484925 | 394836 | -366187 | -577026 | -584262 | -354200 |
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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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