Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857144.6842 | 646259.207 | 210885.4772 | 12071576.144 | 10618799.372 | 1452776.772 |
Total P&L (%) | 857.1447 | 646.2592 | 210.8855 | 12071.5761 | 10618.7994 | 1452.7768 |
Avg Daily Profit (%) | 0.4114 | 0.3102 | 0.1012 | 0.2307 | 0.2246 | 0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85056 | -54618 | -86412 | -21723182 | -11422993 | -13711671 |
Profit Factor | 1.9139 | 2.3601 | 1.4557 | 1.1056 | 1.1875 | 1.0252 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 46.4435 | 45 | 47.8992 | 46.4435 | 45 | 47.8992 |
Ratio Avg Win / Avg Loss | 2.207 | 2.8846 | 1.5834 | 1.2749 | 1.4514 | 1.1151 |
Largest Winning Trade | 148325 | 148325 | 57294 | 9662470 | 9662470 | 5282309 |
Largest Losing Trade | -40404 | -31105 | -40404 | -9061149 | -6029990 | -9061149 |
Avg Bars in Trades | 102 | 87 | 117 | 102 | 87 | 117 |
Avg Bars in Winners | 134 | 116 | 151 | 134 | 116 | 151 |
Avg Bars in Losers | 74 | 64 | 85 | 74 | 64 | 85 |
Bars Traded | 24490 | 10515 | 13975 | 24490 | 10515 | 13975 |
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 | 480473 | 406620 | -56747 | -96211 | -8175 | -210633 |
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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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