Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850629.4829 | 598872.705 | 251756.7779 | 11730632.6763 | -3262157.0045 | 14992789.6808 |
Total P&L (%) | 850.6295 | 598.8727 | 251.7568 | 11730.6327 | -3262.157 | 14992.7897 |
Avg Daily Profit (%) | 0.4083 | 0.2875 | 0.1208 | 0.2294 | 0 | 0.2411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102378 | -74449 | -69231 | -12126991 | -11555206 | -5228918 |
Profit Factor | 2.3188 | 2.9058 | 1.7611 | 1.3685 | 0.8368 | 2.2654 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 47.5 | 38.3333 | 56.6667 | 47.5 | 38.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.5629 | 4.6746 | 1.3467 | 1.5125 | 1.3461 | 1.7324 |
Largest Winning Trade | 184333 | 184333 | 67088 | 6951807 | 6951807 | 5489051 |
Largest Losing Trade | -39559 | -20881 | -39559 | -4117908 | -4117908 | -3745928 |
Avg Bars in Trades | 203 | 178 | 229 | 203 | 178 | 229 |
Avg Bars in Winners | 295 | 272 | 311 | 295 | 272 | 311 |
Avg Bars in Losers | 120 | 119 | 121 | 120 | 119 | 121 |
Bars Traded | 24460 | 10703 | 13757 | 24460 | 10703 | 13757 |
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 | 488872 | -159661 | -197770 | 332949 | -753106 | -155614 |
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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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