Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066155.9573 | 885673.2004 | 180482.7568 | 2192692.7329 | 2941302.6344 | -748609.9015 |
Total P&L (%) | 1066.156 | 885.6732 | 180.4828 | 2192.6927 | 2941.3026 | -748.6099 |
Avg Daily Profit (%) | 0.462 | 0.3838 | 0.0782 | 0.1358 | 0.1481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140102 | -146898 | -164255 | -4075685 | -1562863 | -3055748 |
Profit Factor | 2.0405 | 2.8063 | 1.3378 | 1.1981 | 1.6049 | 0.8794 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 47.929 | 38.8235 | 57.1429 | 47.929 | 38.8235 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.2169 | 4.4221 | 1.0033 | 1.3016 | 2.5289 | 0.6596 |
Largest Winning Trade | 299366 | 299366 | 64737 | 2438295 | 2438295 | 565901 |
Largest Losing Trade | -67846 | -46631 | -67846 | -2573940 | -559636 | -2573940 |
Avg Bars in Trades | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Winners | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 9140 | 4353 | 4787 | 9140 | 4353 | 4787 |
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 | 512470 | 370499 | -87618 | -13869 | 123130 | -580181 |
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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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