Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971451.2234 | 867852.2484 | 103598.975 | 1781907.0429 | 2897475.1025 | -1115568.0596 |
Total P&L (%) | 971.4512 | 867.8522 | 103.599 | 1781.907 | 2897.4751 | -1115.5681 |
Avg Daily Profit (%) | 0.4188 | 0.3742 | 0.0447 | 0.1266 | 0.1467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89200 | -86269 | -136181 | -3861421 | -2408323 | -4301688 |
Profit Factor | 2.0281 | 3.1427 | 1.1919 | 1.0784 | 1.3225 | 0.9188 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 39.4161 | 33.3333 | 45.5882 | 39.4161 | 33.3333 | 45.5882 |
Ratio Avg Win / Avg Loss | 3.1172 | 6.2854 | 1.4226 | 1.6575 | 2.6449 | 1.0967 |
Largest Winning Trade | 330622 | 330622 | 84937 | 2221749 | 2221749 | 1496209 |
Largest Losing Trade | -50829 | -28558 | -50829 | -2684243 | -672829 | -2684243 |
Avg Bars in Trades | 65 | 49 | 81 | 65 | 49 | 81 |
Avg Bars in Winners | 108 | 86 | 125 | 108 | 86 | 125 |
Avg Bars in Losers | 36 | 30 | 44 | 36 | 30 | 44 |
Bars Traded | 8926 | 3413 | 5513 | 8926 | 3413 | 5513 |
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 | 360333 | -92907 | -253877 | -160509 | -103889 | -690285 |
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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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