Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1633334.7356 | 1474172.5317 | 159162.2038 | 1629518.5067 | -938156.5926 | 2567675.0993 |
Total P&L (%) | 1633.3347 | 1474.1725 | 159.1622 | 1629.5185 | -938.1566 | 2567.6751 |
Avg Daily Profit (%) | 0.784 | 0.7076 | 0.0764 | 0.1369 | 0 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83677 | -111567 | -108455 | -2566467 | -2866954 | -689831 |
Profit Factor | 2.8639 | 4.1213 | 1.3939 | 1.1436 | 0.8608 | 1.557 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 48.8636 | 44.3182 | 53.4091 | 48.8636 | 44.3182 | 53.4091 |
Ratio Avg Win / Avg Loss | 2.9971 | 5.178 | 1.216 | 1.1967 | 1.0816 | 1.3582 |
Largest Winning Trade | 1312443 | 1312443 | 62684 | 1137276 | 1137276 | 811076 |
Largest Losing Trade | -56204 | -26854 | -56204 | -772153 | -772153 | -540543 |
Avg Bars in Trades | 138 | 174 | 102 | 138 | 174 | 102 |
Avg Bars in Winners | 182 | 242 | 131 | 182 | 242 | 131 |
Avg Bars in Losers | 97 | 120 | 69 | 97 | 120 | 69 |
Bars Traded | 24426 | 15370 | 9056 | 24426 | 15370 | 9056 |
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 | 683151 | 611939 | -90161 | -71976 | -581639 | 340347 |
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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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