Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979774.7802 | 798141.5149 | 181633.2653 | 3560600.8262 | -56048.1473 | 3616648.9735 |
Total P&L (%) | 979.7748 | 798.1415 | 181.6333 | 3560.6008 | -56.0481 | 3616.649 |
Avg Daily Profit (%) | 0.4053 | 0.3302 | 0.0751 | 0.1491 | -0.034 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114289 | -87075 | -111352 | -8801946 | -7675291 | -4075514 |
Profit Factor | 2.0847 | 2.684 | 1.4231 | 1.1068 | 0.997 | 1.2445 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 33.6735 | 30.6122 | 36.7347 | 33.6735 | 30.6122 | 36.7347 |
Ratio Avg Win / Avg Loss | 4.1062 | 6.0837 | 2.4509 | 2.1801 | 2.2598 | 2.1434 |
Largest Winning Trade | 366025 | 366025 | 59631 | 5022453 | 5022453 | 2325171 |
Largest Losing Trade | -27555 | -27555 | -23590 | -1759748 | -1264797 | -1759748 |
Avg Bars in Trades | 73 | 65 | 81 | 73 | 65 | 81 |
Avg Bars in Winners | 150 | 146 | 153 | 150 | 146 | 153 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 14392 | 6443 | 7949 | 14392 | 6443 | 7949 |
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 | 303604 | 231776 | -96120 | -100888 | -585832 | 93366 |
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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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