Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819515.2953 | 648202.7805 | 171312.5149 | 435608.4777 | 1596557.2246 | -1160948.747 |
Total P&L (%) | 819.5153 | 648.2028 | 171.3125 | 435.6085 | 1596.5572 | -1160.9487 |
Avg Daily Profit (%) | 0.5566 | 0.4402 | 0.1163 | 0.114 | 0.1925 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210738 | -146009 | -98934 | -5183348 | -3702672 | -4119609 |
Profit Factor | 1.7942 | 2.1491 | 1.3662 | 1.0156 | 1.1134 | 0.9161 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 130 | 72 | 58 | 130 | 72 | 58 |
Profitability (%) | 39.5349 | 33.3333 | 45.7944 | 39.5349 | 33.3333 | 45.7944 |
Ratio Avg Win / Avg Loss | 2.744 | 4.2982 | 1.6171 | 1.5533 | 2.2268 | 1.0843 |
Largest Winning Trade | 580302 | 580302 | 32144 | 3470699 | 3470699 | 820397 |
Largest Losing Trade | -50664 | -33918 | -50664 | -2400658 | -914918 | -2400658 |
Avg Bars in Trades | 80 | 79 | 82 | 80 | 79 | 82 |
Avg Bars in Winners | 121 | 122 | 120 | 121 | 122 | 120 |
Avg Bars in Losers | 54 | 57 | 49 | 54 | 57 | 49 |
Bars Traded | 17386 | 8589 | 8797 | 17386 | 8589 | 8797 |
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 | 415584 | 267507 | -37980 | -245941 | -93448 | -581016 |
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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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