Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844801.3236 | 664718.8231 | 180082.5004 | 3766053.0672 | -1854194.7546 | 5620247.8219 |
Total P&L (%) | 844.8013 | 664.7188 | 180.0825 | 3766.0531 | -1854.1948 | 5620.2478 |
Avg Daily Profit (%) | 0.4055 | 0.3191 | 0.0864 | 0.1756 | 0 | 0.1944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85742 | -81512 | -90136 | -6304229 | -6240320 | -2906568 |
Profit Factor | 2.2538 | 2.9726 | 1.5347 | 1.1889 | 0.8453 | 1.707 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 43.6975 | 38.9831 | 48.3333 | 43.6975 | 38.9831 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.904 | 4.6528 | 1.6405 | 1.5319 | 1.3231 | 1.8247 |
Largest Winning Trade | 347085 | 347085 | 65082 | 4096255 | 4096255 | 3492564 |
Largest Losing Trade | -45008 | -27506 | -45008 | -1919607 | -1919607 | -1735615 |
Avg Bars in Trades | 206 | 178 | 233 | 206 | 178 | 233 |
Avg Bars in Winners | 345 | 316 | 367 | 345 | 316 | 367 |
Avg Bars in Losers | 98 | 90 | 107 | 98 | 90 | 107 |
Bars Traded | 24545 | 10553 | 13992 | 24545 | 10553 | 13992 |
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 | 430175 | -166509 | -244748 | -5924 | -760353 | -158603 |
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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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