Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986472.4077 | 818528.8532 | 167943.5546 | 1364274.1542 | 2482592.7025 | -1118318.5482 |
Total P&L (%) | 986.4724 | 818.5289 | 167.9436 | 1364.2742 | 2482.5927 | -1118.3185 |
Avg Daily Profit (%) | 0.4184 | 0.3471 | 0.0712 | 0.1139 | 0.138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196706 | -191148 | -53284 | -13215977 | -12955660 | -6886845 |
Profit Factor | 2.3045 | 2.6768 | 1.6266 | 1.0405 | 1.1253 | 0.9194 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 72 | 26 | 46 | 72 | 26 | 46 |
Losing Trades | 76 | 48 | 28 | 76 | 48 | 28 |
Profitability (%) | 48.6486 | 35.1351 | 62.1622 | 48.6486 | 35.1351 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.4326 | 4.9418 | 0.9901 | 1.0983 | 2.0775 | 0.5597 |
Largest Winning Trade | 662634 | 662634 | 37830 | 8660173 | 8660173 | 2554698 |
Largest Losing Trade | -41001 | -41001 | -27647 | -3251198 | -2682815 | -3251198 |
Avg Bars in Trades | 93 | 144 | 42 | 93 | 144 | 42 |
Avg Bars in Winners | 113 | 230 | 46 | 113 | 230 | 46 |
Avg Bars in Losers | 75 | 97 | 36 | 75 | 97 | 36 |
Bars Traded | 13848 | 10669 | 3179 | 13848 | 10669 | 3179 |
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 | 509686 | -55837 | -160144 | -216662 | -160238 | -643381 |
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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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