Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985929.5035 | 799031.0251 | 186898.4784 | 4437723.3788 | -1484760.8406 | 5922484.2194 |
Total P&L (%) | 985.9295 | 799.031 | 186.8985 | 4437.7234 | -1484.7608 | 5922.4842 |
Avg Daily Profit (%) | 0.4094 | 0.3318 | 0.0776 | 0.1585 | 0 | 0.1703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134826 | -98004 | -67779 | -15837349 | -12153258 | -4474908 |
Profit Factor | 2.1385 | 2.7112 | 1.4684 | 1.0698 | 0.9589 | 1.2152 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 36.5854 | 30.4878 | 42.6829 | 36.5854 | 30.4878 | 42.6829 |
Ratio Avg Win / Avg Loss | 3.7067 | 6.1815 | 1.9718 | 1.8542 | 2.1862 | 1.6319 |
Largest Winning Trade | 310458 | 310458 | 62149 | 8278961 | 8278961 | 6414404 |
Largest Losing Trade | -27033 | -27033 | -18788 | -3659981 | -3659981 | -2956245 |
Avg Bars in Trades | 87 | 81 | 93 | 87 | 81 | 93 |
Avg Bars in Winners | 164 | 164 | 163 | 164 | 164 | 163 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 14351 | 6693 | 7658 | 14351 | 6693 | 7658 |
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 | 343330 | 82453 | -94419 | -139356 | -590046 | 41656 |
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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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