Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878349.681 | 716974.1861 | 161375.4949 | 2577491.7931 | -770656.4509 | 3348148.2441 |
Total P&L (%) | 878.3497 | 716.9742 | 161.3755 | 2577.4918 | -770.6565 | 3348.1482 |
Avg Daily Profit (%) | 0.3646 | 0.2976 | 0.067 | 0.1365 | 0 | 0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137160 | -88300 | -113007 | -7218065 | -5730630 | -2593184 |
Profit Factor | 2.2144 | 2.8842 | 1.4708 | 1.1115 | 0.9435 | 1.3535 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 39.0625 | 32.8125 | 45.3125 | 39.0625 | 32.8125 | 45.3125 |
Ratio Avg Win / Avg Loss | 3.4544 | 5.9057 | 1.7751 | 1.7339 | 1.932 | 1.6336 |
Largest Winning Trade | 369675 | 369675 | 62534 | 3484944 | 3484944 | 3399088 |
Largest Losing Trade | -25507 | -25507 | -24596 | -1570370 | -1570370 | -1224920 |
Avg Bars in Trades | 73 | 63 | 83 | 73 | 63 | 83 |
Avg Bars in Winners | 139 | 130 | 145 | 139 | 130 | 145 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 9419 | 4078 | 5341 | 9419 | 4078 | 5341 |
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 | 350791 | -131763 | -242539 | -111004 | -724142 | -136069 |
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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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