Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1521355.6066 | 1451223.1564 | 70132.4502 | 301301.649 | 4411095.2923 | -4109793.6433 |
Total P&L (%) | 1521.3556 | 1451.2232 | 70.1325 | 301.3016 | 4411.0953 | -4109.7936 |
Avg Daily Profit (%) | 0.6361 | 0.6067 | 0.0293 | 0.0581 | 0.1594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149207 | -129051 | -91760 | -6457877 | -4741744 | -4554650 |
Profit Factor | 2.4552 | 3.404 | 1.1587 | 1.0136 | 1.3583 | 0.5836 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 29.7619 | 22.619 | 36.9048 | 29.7619 | 22.619 | 36.9048 |
Ratio Avg Win / Avg Loss | 5.7943 | 11.6454 | 1.9811 | 2.3921 | 4.6469 | 0.9977 |
Largest Winning Trade | 965794 | 965794 | 66296 | 6105283 | 6105283 | 1107172 |
Largest Losing Trade | -46212 | -35936 | -46212 | -1802611 | -1802611 | -1485032 |
Avg Bars in Trades | 83 | 88 | 77 | 83 | 88 | 77 |
Avg Bars in Winners | 197 | 266 | 154 | 197 | 266 | 154 |
Avg Bars in Losers | 35 | 36 | 32 | 35 | 36 | 32 |
Bars Traded | 13985 | 7450 | 6535 | 13985 | 7450 | 6535 |
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 | 305868 | -22614 | -203932 | -327743 | -31395 | -586199 |
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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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