Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2075721.812 | 1939575.8957 | 136145.9163 | 621327.1734 | -900091.8866 | 1521419.06 |
Total P&L (%) | 2075.7218 | 1939.5759 | 136.1459 | 621.3272 | -900.0919 | 1521.4191 |
Avg Daily Profit (%) | 0.8771 | 0.8196 | 0.0575 | 0.0835 | 0 | 0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111861 | -85984 | -75415 | -1230433 | -1898409 | -668536 |
Profit Factor | 3.4633 | 4.9964 | 1.381 | 1.0899 | 0.7973 | 1.616 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 44.4444 | 39.5349 | 49.4118 | 44.4444 | 39.5349 | 49.4118 |
Ratio Avg Win / Avg Loss | 4.3291 | 7.6416 | 1.4139 | 1.3624 | 1.2193 | 1.6544 |
Largest Winning Trade | 1917930 | 1917930 | 60269 | 770547 | 770547 | 482830 |
Largest Losing Trade | -64250 | -34393 | -64250 | -515280 | -515280 | -401720 |
Avg Bars in Trades | 81 | 73 | 88 | 81 | 73 | 88 |
Avg Bars in Winners | 113 | 98 | 125 | 113 | 98 | 125 |
Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
Bars Traded | 13888 | 6341 | 7546 | 13888 | 6341 | 7546 |
Profit Streak | 0 | 0 | 26.2332 | 0 | 0 | 26.2332 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669318 | 596929 | -115534 | -203894 | -583505 | -32289 |
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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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