Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826870.0436 | 635708.9917 | 191161.0518 | 2948178.93 | -992779.5781 | 3940958.5081 |
Total P&L (%) | 826.87 | 635.709 | 191.1611 | 2948.1789 | -992.7796 | 3940.9585 |
Avg Daily Profit (%) | 0.3969 | 0.3051 | 0.0918 | 0.1642 | 0 | 0.1777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110853 | -72016 | -158492 | -4117650 | -3774133 | -2098898 |
Profit Factor | 2.0679 | 2.6338 | 1.4963 | 1.3221 | 0.8184 | 2.0694 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 39.5522 | 35.8209 | 43.2836 | 39.5522 | 35.8209 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.1604 | 4.719 | 1.9606 | 2.0206 | 1.4663 | 2.7116 |
Largest Winning Trade | 295596 | 295596 | 60540 | 2326033 | 2326033 | 1779048 |
Largest Losing Trade | -33340 | -21486 | -33340 | -1680771 | -1024475 | -1680771 |
Avg Bars in Trades | 182 | 165 | 200 | 182 | 165 | 200 |
Avg Bars in Winners | 321 | 285 | 351 | 321 | 285 | 351 |
Avg Bars in Losers | 91 | 97 | 85 | 91 | 97 | 85 |
Bars Traded | 24505 | 11057 | 13448 | 24505 | 11057 | 13448 |
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 | 357979 | -108512 | -187639 | 192726 | -701583 | -107788 |
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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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