Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576667.5336 | 454901.5245 | 121766.0091 | 1416735.8126 | 2584942.9494 | -1168207.1367 |
Total P&L (%) | 576.6675 | 454.9015 | 121.766 | 1416.7358 | 2584.9429 | -1168.2071 |
Avg Daily Profit (%) | 0.2297 | 0.1812 | 0.0485 | 0.1084 | 0.1312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179784 | -106863 | -80161 | -11138900 | -5683669 | -5652935 |
Profit Factor | 1.712 | 2.1238 | 1.3006 | 1.0386 | 1.1462 | 0.9384 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 40.1163 | 37.2093 | 43.0233 | 40.1163 | 37.2093 | 43.0233 |
Ratio Avg Win / Avg Loss | 2.5557 | 3.584 | 1.7224 | 1.5504 | 1.9342 | 1.2428 |
Largest Winning Trade | 104282 | 104282 | 56996 | 4638970 | 4638970 | 2592985 |
Largest Losing Trade | -38180 | -28182 | -38180 | -3269962 | -1492129 | -3269962 |
Avg Bars in Trades | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Winners | 81 | 75 | 85 | 81 | 75 | 85 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 7427 | 3305 | 4122 | 7427 | 3305 | 4122 |
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 | 309376 | 223259 | -129962 | -227715 | -81378 | -582148 |
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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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