Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972331.7336 | 753235.0196 | 219096.714 | 6692911.172 | -828522.8485 | 7521434.0206 |
Total P&L (%) | 972.3317 | 753.235 | 219.0967 | 6692.9112 | -828.5228 | 7521.434 |
Avg Daily Profit (%) | 0.4031 | 0.3123 | 0.0908 | 0.175 | 0 | 0.1798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83032 | -83492 | -83739 | -10343038 | -9373245 | -4371965 |
Profit Factor | 2.263 | 2.7509 | 1.6451 | 1.1606 | 0.9662 | 1.4373 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 36.3636 | 27.2727 | 45.4545 | 36.3636 | 27.2727 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.9603 | 7.3357 | 1.9741 | 2.031 | 2.5764 | 1.7248 |
Largest Winning Trade | 308788 | 308788 | 61087 | 6916604 | 6916604 | 3483167 |
Largest Losing Trade | -25782 | -22859 | -25782 | -2397988 | -1699404 | -2397988 |
Avg Bars in Trades | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Winners | 88 | 91 | 86 | 88 | 91 | 86 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 7066 | 3080 | 3986 | 7066 | 3080 | 3986 |
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 | 345083 | -47509 | -112302 | -39431 | -639756 | -33826 |
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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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