Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840334.935 | 632546.0483 | 207788.8867 | 4777288.0961 | -2360815.7628 | 7138103.8589 |
Total P&L (%) | 840.3349 | 632.546 | 207.7889 | 4777.2881 | -2360.8158 | 7138.1039 |
Avg Daily Profit (%) | 0.3563 | 0.2682 | 0.0881 | 0.1649 | 0 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105950 | -77911 | -113230 | -10517115 | -7922439 | -5006341 |
Profit Factor | 2.0428 | 2.591 | 1.509 | 1.1998 | 0.8221 | 1.671 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 38.9262 | 37.3333 | 40.5405 | 38.9262 | 37.3333 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.2051 | 4.3493 | 2.2132 | 1.8825 | 1.3799 | 2.4507 |
Largest Winning Trade | 272185 | 272185 | 66891 | 5164740 | 5009274 | 5164740 |
Largest Losing Trade | -29565 | -20704 | -29565 | -3037965 | -2294992 | -3037965 |
Avg Bars in Trades | 93 | 79 | 107 | 93 | 79 | 107 |
Avg Bars in Winners | 162 | 128 | 194 | 162 | 128 | 194 |
Avg Bars in Losers | 49 | 50 | 47 | 49 | 50 | 47 |
Bars Traded | 13905 | 5968 | 7937 | 13905 | 5968 | 7937 |
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 | 336382 | -48322 | -141009 | 152171 | -640995 | -57090 |
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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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