Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020524.5881 | 858934.5011 | 161590.087 | 5184103.0704 | -1130493.4077 | 6314596.4781 |
Total P&L (%) | 1020.5246 | 858.9345 | 161.5901 | 5184.1031 | -1130.4934 | 6314.5965 |
Avg Daily Profit (%) | 0.49 | 0.4124 | 0.0776 | 0.1907 | 0 | 0.2 |
Buy And Hold Return (%) | 62.0087 | 62.0087 | 62.0087 | 62.0087 | 62.0087 | 62.0087 |
Max Trade Drawdown | -123564 | -103922 | -74204 | -12460438 | -11065503 | -4428094 |
Profit Factor | 2.4172 | 3.0583 | 1.5337 | 1.1001 | 0.9641 | 1.3117 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 34.7826 | 30.4348 | 39.1304 | 34.7826 | 30.4348 | 39.1304 |
Ratio Avg Win / Avg Loss | 4.5323 | 6.9903 | 2.3858 | 2.0627 | 2.2038 | 2.0404 |
Largest Winning Trade | 405584 | 405584 | 56841 | 6752182 | 6752182 | 6046530 |
Largest Losing Trade | -25892 | -25892 | -22308 | -4319889 | -4319889 | -1607912 |
Avg Bars in Trades | 177 | 178 | 176 | 177 | 178 | 176 |
Avg Bars in Winners | 338 | 346 | 332 | 338 | 346 | 332 |
Avg Bars in Losers | 91 | 105 | 75 | 91 | 105 | 75 |
Bars Traded | 24466 | 12310 | 12156 | 24466 | 12310 | 12156 |
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 | 344488 | -93871 | -196386 | -106894 | -687567 | -96881 |
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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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