Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989188.2532 | 832608.1626 | 156580.0906 | 1089328.515 | -310822.4035 | 1400150.9185 |
Total P&L (%) | 989.1883 | 832.6082 | 156.5801 | 1089.3285 | -310.8224 | 1400.1509 |
Avg Daily Profit (%) | 0.5333 | 0.4489 | 0.0844 | 0.1336 | 0 | 0.1461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94002 | -82201 | -56195 | -2268997 | -1875655 | -1483483 |
Profit Factor | 2.285 | 2.95 | 1.4568 | 1.0958 | 0.9503 | 1.2733 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 66 | 26 | 40 | 66 | 26 | 40 |
Losing Trades | 141 | 78 | 63 | 141 | 78 | 63 |
Profitability (%) | 31.8841 | 25 | 38.835 | 31.8841 | 25 | 38.835 |
Ratio Avg Win / Avg Loss | 4.8816 | 8.8501 | 2.2944 | 2.3409 | 2.8508 | 2.0054 |
Largest Winning Trade | 769755 | 769755 | 53233 | 1749285 | 1749285 | 742521 |
Largest Losing Trade | -26143 | -22562 | -26143 | -778560 | -413922 | -778560 |
Avg Bars in Trades | 105 | 92 | 119 | 105 | 92 | 119 |
Avg Bars in Winners | 231 | 250 | 219 | 231 | 250 | 219 |
Avg Bars in Losers | 46 | 39 | 55 | 46 | 39 | 55 |
Bars Traded | 21874 | 9613 | 12261 | 21874 | 9613 | 12261 |
Profit Streak | 0 | 0 | 21.8236 | 0 | 0 | 21.8236 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333902 | -14293 | -82174 | -134335 | -608092 | -623 |
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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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