Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001785.0166 | 765176.6716 | 236608.3451 | 7892110.496 | -10922139.2253 | 18814249.7213 |
Total P&L (%) | 1001.785 | 765.1767 | 236.6083 | 7892.1105 | -10922.1392 | 18814.2497 |
Avg Daily Profit (%) | 0.4254 | 0.3249 | 0.1005 | 0.1862 | 0 | 0.2229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143022 | -113912 | -67944 | -30496019 | -27226695 | -12027882 |
Profit Factor | 2.3089 | 2.8737 | 1.6627 | 1.098 | 0.77 | 1.569 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 35.5556 | 29.4118 | 41.791 | 35.5556 | 29.4118 | 41.791 |
Ratio Avg Win / Avg Loss | 4.1848 | 6.897 | 2.316 | 1.9901 | 1.8481 | 2.1854 |
Largest Winning Trade | 332002 | 332002 | 63207 | 17165180 | 17165180 | 13298137 |
Largest Losing Trade | -34276 | -20781 | -34276 | -6373233 | -6373233 | -5412538 |
Avg Bars in Trades | 102 | 87 | 118 | 102 | 87 | 118 |
Avg Bars in Winners | 215 | 200 | 226 | 215 | 200 | 226 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 13886 | 5928 | 7958 | 13886 | 5928 | 7958 |
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 | 327636 | -105236 | -175836 | -108991 | -697828 | -109078 |
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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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