Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3144350.3317 | 3074675.2648 | 69675.0669 | 391756.1673 | 680426.1611 | -288669.9937 |
Total P&L (%) | 3144.3503 | 3074.6753 | 69.6751 | 391.7562 | 680.4262 | -288.67 |
Avg Daily Profit (%) | 1.3624 | 1.3322 | 0.0302 | 0.069 | 0.0891 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192938 | -106139 | -147928 | -1909245 | -1379460 | -1349711 |
Profit Factor | 3.6786 | 6.2489 | 1.1185 | 1.0487 | 1.1679 | 0.9276 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 33.3333 | 27.1739 | 39.5604 | 33.3333 | 27.1739 | 39.5604 |
Ratio Avg Win / Avg Loss | 7.3571 | 16.7469 | 1.7088 | 2.0975 | 3.13 | 1.4171 |
Largest Winning Trade | 2956901 | 2956901 | 67051 | 1140115 | 1140115 | 456638 |
Largest Losing Trade | -53380 | -27495 | -53380 | -621507 | -468364 | -621507 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 4476 | 2043 | 2433 | 4476 | 2043 | 2433 |
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 | 548448 | 68113 | -245766 | -271804 | -128616 | -583204 |
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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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