Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137101.2028 | 1007707.047 | 129394.1558 | 2802026.3848 | 1774077.3912 | 1027948.9936 |
Total P&L (%) | 1137.1012 | 1007.707 | 129.3942 | 2802.0264 | 1774.0774 | 1027.949 |
Avg Daily Profit (%) | 0.4918 | 0.4359 | 0.056 | 0.1458 | 0.1268 | 0.1049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107434 | -85779 | -142203 | -5910060 | -4886662 | -1562599 |
Profit Factor | 2.2254 | 3.0737 | 1.2928 | 1.1699 | 1.1902 | 1.1435 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 35.1724 | 28.7671 | 41.6667 | 35.1724 | 28.7671 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.1018 | 7.611 | 1.8099 | 2.1563 | 2.9472 | 1.6009 |
Largest Winning Trade | 408661 | 408661 | 83731 | 4618008 | 4618008 | 1318733 |
Largest Losing Trade | -36931 | -36931 | -29842 | -1426470 | -1426470 | -1260397 |
Avg Bars in Trades | 92 | 81 | 104 | 92 | 81 | 104 |
Avg Bars in Winners | 178 | 179 | 178 | 178 | 179 | 178 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 13410 | 5916 | 7494 | 13410 | 5916 | 7494 |
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 | 337847 | -69243 | -199733 | -35904 | -118628 | -196846 |
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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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