Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726559.8274 | 382550.603 | 344009.2244 | 10093123.8688 | -63827.6352 | 10156951.504 |
Total P&L (%) | 726.5598 | 382.5506 | 344.0092 | 10093.1239 | -63.8276 | 10156.9515 |
Avg Daily Profit (%) | 0.4026 | 0.212 | 0.1906 | 0.2566 | -0.0563 | 0.2569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67146 | -81292 | -55977 | -11532111 | -11324168 | -4743565 |
Profit Factor | 1.8345 | 1.7945 | 1.884 | 1.1673 | 0.9981 | 1.374 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 188 | 98 | 90 | 188 | 98 | 90 |
Profitability (%) | 36.7003 | 34.2282 | 39.1892 | 36.7003 | 34.2282 | 39.1892 |
Ratio Avg Win / Avg Loss | 3.1641 | 3.4483 | 2.9235 | 2.0134 | 1.9179 | 2.1321 |
Largest Winning Trade | 100954 | 100954 | 53159 | 6144010 | 6144010 | 4703382 |
Largest Losing Trade | -33067 | -33067 | -21824 | -2192870 | -2192870 | -1415603 |
Avg Bars in Trades | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Winners | 124 | 132 | 116 | 124 | 132 | 116 |
Avg Bars in Losers | 41 | 50 | 32 | 41 | 50 | 32 |
Bars Traded | 21335 | 11686 | 9649 | 21335 | 11686 | 9649 |
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 | 346745 | 174027 | 243035 | -30446 | -584293 | 208985 |
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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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