Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865652.0843 | 573719.9752 | 291932.1091 | 15300045.0426 | 16712409.2076 | -1412364.165 |
Total P&L (%) | 865.6521 | 573.72 | 291.9321 | 15300.045 | 16712.4092 | -1412.3642 |
Avg Daily Profit (%) | 0.4595 | 0.3046 | 0.155 | 0.2677 | 0.2724 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140165 | -51674 | -121561 | -10806601 | -6486822 | -8343908 |
Profit Factor | 2.1008 | 2.4951 | 1.7251 | 1.4522 | 1.9753 | 0.9154 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 50 | 48.0519 | 51.9481 | 50 | 48.0519 | 51.9481 |
Ratio Avg Win / Avg Loss | 2.1008 | 2.6974 | 1.5957 | 1.4522 | 2.1354 | 0.8468 |
Largest Winning Trade | 118883 | 118883 | 79501 | 10779781 | 10779781 | 5553680 |
Largest Losing Trade | -51289 | -51289 | -48046 | -5160735 | -3650797 | -5160735 |
Avg Bars in Trades | 144 | 131 | 157 | 144 | 131 | 157 |
Avg Bars in Winners | 186 | 184 | 188 | 186 | 184 | 188 |
Avg Bars in Losers | 102 | 82 | 124 | 102 | 82 | 124 |
Bars Traded | 22285 | 10140 | 12145 | 22285 | 10140 | 12145 |
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 | 542082 | -29028 | -31199 | 375750 | -30306 | -622483 |
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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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