Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679907.6438 | 468584.8656 | 211322.7783 | 1023103.4933 | -1112273.6067 | 2135377.1 |
Total P&L (%) | 679.9076 | 468.5849 | 211.3228 | 1023.1035 | -1112.2736 | 2135.3771 |
Avg Daily Profit (%) | 0.3767 | 0.2596 | 0.1171 | 0.1341 | 0 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98992 | -87220 | -64242 | -3610452 | -2153222 | -2198086 |
Profit Factor | 2.4279 | 2.8513 | 1.9474 | 1.0871 | 0.8162 | 1.3745 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 38.0165 | 27.8689 | 48.3333 | 38.0165 | 27.8689 | 48.3333 |
Ratio Avg Win / Avg Loss | 3.9585 | 7.3798 | 2.0817 | 1.7724 | 2.1124 | 1.4693 |
Largest Winning Trade | 492714 | 492714 | 67780 | 1594605 | 1214105 | 1594605 |
Largest Losing Trade | -34574 | -20491 | -34574 | -1593502 | -765921 | -1593502 |
Avg Bars in Trades | 87 | 58 | 116 | 87 | 58 | 116 |
Avg Bars in Winners | 160 | 123 | 182 | 160 | 123 | 182 |
Avg Bars in Losers | 42 | 34 | 54 | 42 | 34 | 54 |
Bars Traded | 10571 | 3598 | 6973 | 10571 | 3598 | 6973 |
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 | 354046 | -165555 | -202834 | -141591 | -757128 | -161488 |
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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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