Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768605.744 | 532678.0611 | 235927.6829 | 9275385.0298 | 4235477.9526 | 5039907.0772 |
Total P&L (%) | 768.6057 | 532.6781 | 235.9277 | 9275.385 | 4235.478 | 5039.9071 |
Avg Daily Profit (%) | 0.404 | 0.28 | 0.124 | 0.239 | 0.1983 | 0.2073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154857 | -67013 | -125893 | -3139423 | -1766554 | -2233155 |
Profit Factor | 2.9038 | 3.5661 | 2.2028 | 1.9317 | 1.7006 | 2.289 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 32.0388 | 32.6923 | 31.3725 | 32.0388 | 32.6923 | 31.3725 |
Ratio Avg Win / Avg Loss | 6.1595 | 7.342 | 4.8187 | 4.0976 | 3.5013 | 5.0072 |
Largest Winning Trade | 198948 | 198948 | 63447 | 3298692 | 3298692 | 2297836 |
Largest Losing Trade | -17216 | -15176 | -17216 | -951113 | -951113 | -796454 |
Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Winners | 91 | 69 | 114 | 91 | 69 | 114 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3688 | 1537 | 2151 | 3688 | 1537 | 2151 |
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 | 310135 | -171321 | -210846 | 191819 | -175540 | -175119 |
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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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