Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056489.869 | 865233.3598 | 191256.5092 | 4629413.2081 | -1854328.0026 | 6483741.2107 |
Total P&L (%) | 1056.4899 | 865.2334 | 191.2565 | 4629.4132 | -1854.328 | 6483.7412 |
Avg Daily Profit (%) | 0.545 | 0.4463 | 0.0987 | 0.1991 | 0 | 0.2162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123411 | -84747 | -54867 | -3821214 | -4202528 | -3126866 |
Profit Factor | 2.3909 | 3.073 | 1.559 | 1.162 | 0.8853 | 1.5225 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 46.1538 | 42.3077 | 50 | 46.1538 | 42.3077 | 50 |
Ratio Avg Win / Avg Loss | 2.7894 | 4.1904 | 1.559 | 1.3556 | 1.2073 | 1.5225 |
Largest Winning Trade | 582478 | 582478 | 50977 | 3147905 | 3147905 | 2096915 |
Largest Losing Trade | -29753 | -25915 | -29753 | -1524161 | -1490805 | -1524161 |
Avg Bars in Trades | 144 | 130 | 158 | 144 | 130 | 158 |
Avg Bars in Winners | 188 | 169 | 205 | 188 | 169 | 205 |
Avg Bars in Losers | 105 | 101 | 110 | 105 | 101 | 110 |
Bars Traded | 22492 | 10154 | 12338 | 22492 | 10154 | 12338 |
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 | 535064 | -21435 | -92937 | -35007 | -616560 | -23726 |
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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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