Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350441.7771 | 1176375.7996 | 174065.9775 | 2373857.1039 | 1360398.3957 | 1013458.7082 |
Total P&L (%) | 1350.4418 | 1176.3758 | 174.066 | 2373.8571 | 1360.3984 | 1013.4587 |
Avg Daily Profit (%) | 0.5686 | 0.4954 | 0.0733 | 0.1352 | 0.113 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131282 | -128944 | -53887 | -8881910 | -8501638 | -3425887 |
Profit Factor | 2.8988 | 3.9928 | 1.5471 | 1.0853 | 1.0887 | 1.0813 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 32.716 | 29.6296 | 35.8025 | 32.716 | 29.6296 | 35.8025 |
Ratio Avg Win / Avg Loss | 5.9617 | 9.4828 | 2.7742 | 2.2321 | 2.5856 | 1.9388 |
Largest Winning Trade | 865291 | 865291 | 63060 | 6708188 | 6708188 | 3983117 |
Largest Losing Trade | -40105 | -40105 | -38056 | -4463055 | -4463055 | -1871152 |
Avg Bars in Trades | 85 | 74 | 96 | 85 | 74 | 96 |
Avg Bars in Winners | 192 | 175 | 207 | 192 | 175 | 207 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 13839 | 6043 | 7796 | 13839 | 6043 | 7796 |
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 | 390619 | -3749 | -109852 | -143547 | -185031 | -204508 |
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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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