Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957452.3695 | 720684.0844 | 236768.2851 | 9086762.507 | -7102999.315 | 16189761.822 |
Total P&L (%) | 957.4524 | 720.6841 | 236.7683 | 9086.7625 | -7102.9993 | 16189.7618 |
Avg Daily Profit (%) | 0.4054 | 0.3051 | 0.1003 | 0.1916 | 0 | 0.2159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107850 | -78117 | -94560 | -21465003 | -15882676 | -8524221 |
Profit Factor | 2.1848 | 2.7965 | 1.5818 | 1.1598 | 0.7792 | 1.6552 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 35.5263 | 30.2632 | 40.7895 | 35.5263 | 30.2632 | 40.7895 |
Ratio Avg Win / Avg Loss | 3.965 | 6.444 | 2.2962 | 2.1048 | 1.7955 | 2.4026 |
Largest Winning Trade | 243817 | 243817 | 67214 | 10729628 | 9232012 | 10729628 |
Largest Losing Trade | -36026 | -16514 | -36026 | -5476963 | -4550493 | -5476963 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 128 | 118 | 136 | 128 | 118 | 136 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 9370 | 4021 | 5349 | 9370 | 4021 | 5349 |
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 | 328248 | -42859 | -109261 | -40538 | -635133 | -41731 |
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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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