Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084882.1513 | 952771.7848 | 132110.3665 | 839916.5098 | -932825.4134 | 1772741.9232 |
Total P&L (%) | 1084.8822 | 952.7718 | 132.1104 | 839.9165 | -932.8254 | 1772.7419 |
Avg Daily Profit (%) | 0.5861 | 0.5147 | 0.0714 | 0.1211 | 0 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134118 | -107676 | -50713 | -4375213 | -3259545 | -1600776 |
Profit Factor | 2.1718 | 2.9686 | 1.299 | 1.0376 | 0.9231 | 1.1736 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 194 | 101 | 93 | 194 | 101 | 93 |
Profitability (%) | 40.3077 | 37.6543 | 42.9448 | 40.3077 | 37.6543 | 42.9448 |
Ratio Avg Win / Avg Loss | 3.2162 | 4.9153 | 1.7258 | 1.5366 | 1.5284 | 1.5592 |
Largest Winning Trade | 937504 | 937504 | 56189 | 2361454 | 2361454 | 1754715 |
Largest Losing Trade | -26110 | -18414 | -26110 | -937710 | -937710 | -931437 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 38 | 47 | 31 | 38 | 47 | 31 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 7208 | 4059 | 3149 | 7208 | 4059 | 3149 |
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 | 492390 | 438017 | -98622 | -210747 | -582230 | -22919 |
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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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