Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824377.6381 | 728891.8991 | 95485.739 | 2252608.8323 | 4505436.1483 | -2252827.316 |
Total P&L (%) | 824.3776 | 728.8919 | 95.4857 | 2252.6088 | 4505.4361 | -2252.8273 |
Avg Daily Profit (%) | 0.3561 | 0.3149 | 0.0412 | 0.1365 | 0.1656 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127535 | -102086 | -128461 | -4724532 | -3913406 | -4201678 |
Profit Factor | 1.7493 | 2.3727 | 1.1677 | 1.0796 | 1.3264 | 0.8445 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 51.4403 | 49.1803 | 53.719 | 51.4403 | 49.1803 | 53.719 |
Ratio Avg Win / Avg Loss | 1.6513 | 2.4518 | 1.0061 | 1.0192 | 1.3707 | 0.7276 |
Largest Winning Trade | 260733 | 260733 | 81580 | 2673979 | 2673979 | 1188482 |
Largest Losing Trade | -43442 | -36668 | -43442 | -2163883 | -1368497 | -2163883 |
Avg Bars in Trades | 35 | 28 | 43 | 35 | 28 | 43 |
Avg Bars in Winners | 50 | 37 | 63 | 50 | 37 | 63 |
Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
Bars Traded | 8684 | 3466 | 5218 | 8684 | 3466 | 5218 |
Profit Streak | 0 | 0 | 12.3538 | 0 | 0 | 12.3538 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509276 | 477641 | -172946 | -141854 | 277838 | -579910 |
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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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