Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015651.7036 | 916497.4189 | 99154.2847 | 3079735.0126 | 1812898.673 | 1266836.3396 |
Total P&L (%) | 1015.6517 | 916.4974 | 99.1543 | 3079.735 | 1812.8987 | 1266.8363 |
Avg Daily Profit (%) | 0.4372 | 0.3945 | 0.0427 | 0.149 | 0.1271 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158725 | -70877 | -252045 | -690552 | -357283 | -519462 |
Profit Factor | 1.9907 | 3.3783 | 1.155 | 1.7168 | 2.0467 | 1.494 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Losing Trades | 202 | 94 | 108 | 202 | 94 | 108 |
Profitability (%) | 28.1139 | 33.3333 | 22.8571 | 28.1139 | 33.3333 | 22.8571 |
Ratio Avg Win / Avg Loss | 5.0901 | 6.7565 | 3.898 | 4.3899 | 4.0933 | 5.0424 |
Largest Winning Trade | 427167 | 427167 | 84111 | 1113713 | 979984 | 1113713 |
Largest Losing Trade | -23462 | -20970 | -23462 | -216376 | -152793 | -216376 |
Avg Bars in Trades | 31 | 13 | 50 | 31 | 13 | 50 |
Avg Bars in Winners | 83 | 30 | 161 | 83 | 30 | 161 |
Avg Bars in Losers | 11 | 4 | 17 | 11 | 4 | 17 |
Bars Traded | 8939 | 1850 | 7089 | 8939 | 1850 | 7089 |
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 | -773 | 351942 | -224294 | -5050 | -25384 | -79268 |
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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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