Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860868.5726 | 655006.1399 | 205862.4327 | 4374587.8117 | -3096214.8135 | 7470802.6252 |
Total P&L (%) | 860.8686 | 655.0061 | 205.8624 | 4374.5878 | -3096.2148 | 7470.8026 |
Avg Daily Profit (%) | 0.3662 | 0.2786 | 0.0876 | 0.1618 | 0 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119725 | -88496 | -109987 | -10674452 | -9009814 | -5216585 |
Profit Factor | 2.031 | 2.5146 | 1.5114 | 1.1781 | 0.7885 | 1.753 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 40.7407 | 35.2941 | 46.2687 | 40.7407 | 35.2941 | 46.2687 |
Ratio Avg Win / Avg Loss | 2.9541 | 4.6101 | 1.7552 | 1.7137 | 1.4455 | 2.0357 |
Largest Winning Trade | 259730 | 259730 | 66812 | 4999753 | 4999753 | 3745520 |
Largest Losing Trade | -35863 | -27992 | -35863 | -2802872 | -2616350 | -2802872 |
Avg Bars in Trades | 103 | 90 | 116 | 103 | 90 | 116 |
Avg Bars in Winners | 177 | 156 | 193 | 177 | 156 | 193 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 13924 | 6121 | 7803 | 13924 | 6121 | 7803 |
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 | 362699 | -101673 | -191968 | -19000 | -694288 | -107182 |
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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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