Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1765847.8381 | 1605871.6926 | 159976.1454 | 1360652.9659 | -1324855.2134 | 2685508.1793 |
Total P&L (%) | 1765.8478 | 1605.8717 | 159.9761 | 1360.653 | -1324.8552 | 2685.5082 |
Avg Daily Profit (%) | 0.7512 | 0.6831 | 0.0681 | 0.1141 | 0 | 0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117878 | -82490 | -103061 | -4291854 | -3629136 | -1540536 |
Profit Factor | 3.3055 | 5.0991 | 1.4276 | 1.1204 | 0.7924 | 1.5463 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
Profitability (%) | 39.8693 | 31.1688 | 48.6842 | 39.8693 | 31.1688 | 48.6842 |
Ratio Avg Win / Avg Loss | 4.9854 | 11.2605 | 1.5047 | 1.6898 | 1.7499 | 1.6299 |
Largest Winning Trade | 1524313 | 1524313 | 65527 | 1625759 | 1173431 | 1625759 |
Largest Losing Trade | -61087 | -27934 | -61087 | -799750 | -611470 | -799750 |
Avg Bars in Trades | 90 | 72 | 109 | 90 | 72 | 109 |
Avg Bars in Winners | 164 | 138 | 181 | 164 | 138 | 181 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 13865 | 5554 | 8311 | 13865 | 5554 | 8311 |
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 | 573489 | -29246 | -150066 | -130285 | -627281 | -50825 |
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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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