Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1850596.9427 | 1790294.2584 | 60302.6843 | 1235562.615 | 2611753.038 | -1376190.423 |
Total P&L (%) | 1850.5969 | 1790.2943 | 60.3027 | 1235.5626 | 2611.753 | -1376.1904 |
Avg Daily Profit (%) | 0.7989 | 0.7728 | 0.026 | 0.112 | 0.1426 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197376 | -87496 | -132551 | -3280064 | -1480786 | -1952595 |
Profit Factor | 3.4082 | 5.6334 | 1.1578 | 1.1136 | 1.4861 | 0.7497 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 49.7041 | 44.7059 | 54.7619 | 49.7041 | 44.7059 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.4488 | 6.9676 | 0.9565 | 1.1269 | 1.8381 | 0.6194 |
Largest Winning Trade | 1573298 | 1573298 | 85451 | 3336813 | 3336813 | 609883 |
Largest Losing Trade | -61163 | -61163 | -47128 | -1271523 | -1271523 | -821886 |
Avg Bars in Trades | 50 | 38 | 62 | 50 | 38 | 62 |
Avg Bars in Winners | 73 | 63 | 80 | 73 | 63 | 80 |
Avg Bars in Losers | 27 | 18 | 39 | 27 | 18 | 39 |
Bars Traded | 8502 | 3282 | 5220 | 8502 | 3282 | 5220 |
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 | 735998 | 677077 | -207029 | -137864 | -2354 | -580490 |
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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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