Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549147.4559 | 331896.6414 | 217250.8145 | 2406900.3275 | 6784718.0115 | -4377817.684 |
Total P&L (%) | 549.1475 | 331.8966 | 217.2508 | 2406.9003 | 6784.718 | -4377.8177 |
Avg Daily Profit (%) | 0.3245 | 0.1961 | 0.1284 | 0.1906 | 0.2504 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136116 | -70310 | -115853 | -9459280 | -4379105 | -8342427 |
Profit Factor | 1.6835 | 1.8578 | 1.5216 | 1.0665 | 1.4683 | 0.7983 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 50.4545 | 48.1818 | 52.7273 | 50.4545 | 48.1818 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.6532 | 1.998 | 1.3642 | 1.0473 | 1.5791 | 0.7157 |
Largest Winning Trade | 72064 | 72064 | 42413 | 3109704 | 2555718 | 3109704 |
Largest Losing Trade | -39378 | -25392 | -39378 | -3040164 | -2154303 | -3040164 |
Avg Bars in Trades | 91 | 77 | 104 | 91 | 77 | 104 |
Avg Bars in Winners | 104 | 90 | 116 | 104 | 90 | 116 |
Avg Bars in Losers | 77 | 66 | 90 | 77 | 66 | 90 |
Bars Traded | 20032 | 8578 | 11454 | 20032 | 8578 | 11454 |
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 | 486067 | 365232 | -20094 | -138208 | 350039 | -580685 |
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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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