Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833795.3161 | 624068.3433 | 209726.9728 | 1586235.1844 | 2582399.2991 | -996164.1148 |
Total P&L (%) | 833.7953 | 624.0683 | 209.727 | 1586.2352 | 2582.3993 | -996.1641 |
Avg Daily Profit (%) | 0.5663 | 0.4238 | 0.1424 | 0.1921 | 0.2236 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144125 | -110094 | -55471 | -8292030 | -5752534 | -4044250 |
Profit Factor | 2.2056 | 2.5971 | 1.6972 | 1.0709 | 1.2182 | 0.9056 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 41 | 13 | 28 | 41 | 13 | 28 |
Losing Trades | 82 | 49 | 33 | 82 | 49 | 33 |
Profitability (%) | 33.3333 | 20.9677 | 45.9016 | 33.3333 | 20.9677 | 45.9016 |
Ratio Avg Win / Avg Loss | 4.4113 | 9.789 | 2.0003 | 2.1417 | 4.5918 | 1.0673 |
Largest Winning Trade | 359724 | 359724 | 70478 | 5678335 | 5678335 | 1537374 |
Largest Losing Trade | -30394 | -19423 | -30394 | -3032797 | -1281261 | -3032797 |
Avg Bars in Trades | 141 | 110 | 172 | 141 | 110 | 172 |
Avg Bars in Winners | 277 | 274 | 278 | 277 | 274 | 278 |
Avg Bars in Losers | 73 | 67 | 82 | 73 | 67 | 82 |
Bars Traded | 17407 | 6866 | 10541 | 17407 | 6866 | 10541 |
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 | 331568 | -187141 | -162948 | -139645 | -193109 | -742385 |
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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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