Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923079.5379 | 669556.9086 | 253522.6293 | 8134324.022 | 764011.606 | 7370312.416 |
Total P&L (%) | 923.0795 | 669.5569 | 253.5226 | 8134.324 | 764.0116 | 7370.3124 |
Avg Daily Profit (%) | 0.3868 | 0.2805 | 0.1062 | 0.185 | 0.0904 | 0.1809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95753 | -72632 | -105322 | -9767050 | -7459271 | -4860681 |
Profit Factor | 1.8886 | 2.1877 | 1.5337 | 1.2006 | 1.0319 | 1.4437 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Profitability (%) | 52.1912 | 52 | 52.381 | 52.1912 | 52 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7301 | 2.0194 | 1.3943 | 1.0998 | 0.9525 | 1.3124 |
Largest Winning Trade | 147005 | 147005 | 55322 | 2922355 | 2726357 | 2922355 |
Largest Losing Trade | -49855 | -49855 | -40533 | -3045903 | -3045903 | -1956849 |
Avg Bars in Trades | 27 | 35 | 19 | 27 | 35 | 19 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 24 | 39 | 10 | 24 | 39 | 10 |
Bars Traded | 6887 | 4375 | 2512 | 6887 | 4375 | 2512 |
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 | 543399 | 465314 | -49295 | 333390 | -258915 | 331303 |
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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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