Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900767.7788 | 821960.0731 | 78807.7057 | 302429.228 | 1588281.8945 | -1285852.6665 |
Total P&L (%) | 900.7678 | 821.9601 | 78.8077 | 302.4292 | 1588.2819 | -1285.8527 |
Avg Daily Profit (%) | 0.3714 | 0.3389 | 0.0325 | 0.0574 | 0.1166 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169467 | -144545 | -94886 | -4015852 | -3689060 | -2835721 |
Profit Factor | 1.9766 | 2.3356 | 1.2568 | 1.023 | 1.1962 | 0.7467 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 35.2601 | 29.0698 | 41.3793 | 35.2601 | 29.0698 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.6292 | 5.6988 | 1.7805 | 1.8782 | 2.9186 | 1.0578 |
Largest Winning Trade | 446100 | 446100 | 51360 | 2370393 | 2370393 | 964849 |
Largest Losing Trade | -56636 | -56636 | -18086 | -1010301 | -1010301 | -666296 |
Avg Bars in Trades | 54 | 73 | 35 | 54 | 73 | 35 |
Avg Bars in Winners | 86 | 121 | 62 | 86 | 121 | 62 |
Avg Bars in Losers | 36 | 54 | 16 | 36 | 54 | 16 |
Bars Traded | 9404 | 6340 | 3064 | 9404 | 6340 | 3064 |
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 | 303549 | 52958 | -152222 | -315226 | -52767 | -582785 |
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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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