Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979045.9528 | 760186.9445 | 218859.0084 | 6112953.7101 | 7953288.0806 | -1840334.3706 |
Total P&L (%) | 979.046 | 760.1869 | 218.859 | 6112.9537 | 7953.2881 | -1840.3344 |
Avg Daily Profit (%) | 0.4123 | 0.3201 | 0.0922 | 0.174 | 0.185 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189250 | -106283 | -121385 | -53634022 | -38846842 | -28817969 |
Profit Factor | 2.0686 | 2.7281 | 1.4595 | 1.0409 | 1.1098 | 0.9761 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 56.4103 | 55.1282 | 57.6923 | 56.4103 | 55.1282 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.5985 | 2.2206 | 1.0703 | 0.8043 | 0.9033 | 0.7158 |
Largest Winning Trade | 266914 | 266914 | 69601 | 21821310 | 21821310 | 15290576 |
Largest Losing Trade | -67730 | -35462 | -67730 | -22163073 | -14059128 | -22163073 |
Avg Bars in Trades | 88 | 66 | 111 | 88 | 66 | 111 |
Avg Bars in Winners | 100 | 71 | 128 | 100 | 71 | 128 |
Avg Bars in Losers | 73 | 59 | 87 | 73 | 59 | 87 |
Bars Traded | 13843 | 5155 | 8689 | 13843 | 5155 | 8689 |
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 | 555585 | -19523 | -102053 | -167729 | -127291 | -613961 |
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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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