Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604126.2579 | 1471930.117 | 132196.141 | 809295.9853 | -165365.6093 | 974661.5947 |
Total P&L (%) | 1604.1263 | 1471.9301 | 132.1961 | 809.296 | -165.3656 | 974.6616 |
Avg Daily Profit (%) | 0.6804 | 0.6243 | 0.0561 | 0.0937 | 0 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150882 | -106323 | -145122 | -1174749 | -1543508 | -633324 |
Profit Factor | 2.7987 | 4.1091 | 1.3159 | 1.1377 | 0.953 | 1.4132 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 146 | 78 | 68 | 146 | 78 | 68 |
Profitability (%) | 29.8077 | 25 | 34.6154 | 29.8077 | 25 | 34.6154 |
Ratio Avg Win / Avg Loss | 6.5904 | 12.3272 | 2.4857 | 2.6791 | 2.859 | 2.6694 |
Largest Winning Trade | 1426393 | 1426393 | 53852 | 1347047 | 1347047 | 514927 |
Largest Losing Trade | -22139 | -19881 | -22139 | -283095 | -283095 | -228103 |
Avg Bars in Trades | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Winners | 79 | 75 | 82 | 79 | 75 | 82 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 6906 | 2984 | 3922 | 6906 | 2984 | 3922 |
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 | 358148 | -11008 | -123012 | -142996 | -607814 | -62405 |
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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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