Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529243.3599 | 1539143.3892 | -9900.0293 | -359.1461 | 2019881.3577 | -2020240.5038 |
Total P&L (%) | 1529.2434 | 1539.1434 | -9.9 | -0.3591 | 2019.8814 | -2020.2405 |
Avg Daily Profit (%) | 0.6439 | 0.6481 | -0.0042 | -0.0002 | 0.1287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222201 | -158557 | -133380 | -4349555 | -2744377 | -2208072 |
Profit Factor | 2.4246 | 3.7595 | 0.9808 | 1 | 1.4153 | 0.5152 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 33.3333 | 30.5085 | 36.2069 | 33.3333 | 30.5085 | 36.2069 |
Ratio Avg Win / Avg Loss | 4.8491 | 8.5634 | 1.7281 | 1.9999 | 3.2237 | 0.9078 |
Largest Winning Trade | 1046384 | 1046384 | 69287 | 3509220 | 3509220 | 566100 |
Largest Losing Trade | -45673 | -43949 | -45673 | -859282 | -657737 | -859282 |
Avg Bars in Trades | 118 | 103 | 134 | 118 | 103 | 134 |
Avg Bars in Winners | 249 | 231 | 264 | 249 | 231 | 264 |
Avg Bars in Losers | 53 | 47 | 60 | 53 | 47 | 60 |
Bars Traded | 13907 | 6122 | 7785 | 13907 | 6122 | 7785 |
Profit Streak | 0 | 0 | 15.3211 | 0 | 0 | 15.3211 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370108 | -165785 | -763113 | -584171 | -203456 | -765891 |
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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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