Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959829.1005 | 830059.5982 | 129769.5023 | 928971.0038 | 4339824.8737 | -3410853.8699 |
Total P&L (%) | 959.8291 | 830.0596 | 129.7695 | 928.971 | 4339.8249 | -3410.8539 |
Avg Daily Profit (%) | 0.3983 | 0.3444 | 0.0538 | 0.0968 | 0.1575 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221615 | -126748 | -169500 | -5174077 | -1977840 | -5496143 |
Profit Factor | 2.0908 | 2.5716 | 1.3689 | 1.0705 | 1.7546 | 0.5409 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 41.3534 | 37.3134 | 45.4545 | 41.3534 | 37.3134 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.9651 | 4.3203 | 1.6427 | 1.5181 | 2.9477 | 0.6491 |
Largest Winning Trade | 443038 | 443038 | 51758 | 3907434 | 3907434 | 559378 |
Largest Losing Trade | -51567 | -51567 | -35587 | -1838550 | -517210 | -1838550 |
Avg Bars in Trades | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Winners | 81 | 91 | 72 | 81 | 91 | 72 |
Avg Bars in Losers | 32 | 39 | 23 | 32 | 39 | 23 |
Bars Traded | 6966 | 3948 | 3018 | 6966 | 3948 | 3018 |
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 | 385112 | -107716 | -245621 | -208260 | -110890 | -707003 |
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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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