Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1976163.0514 | 1948008.0098 | 28155.0416 | -3091.9462 | -973993.6794 | 970901.7333 |
Total P&L (%) | 1976.1631 | 1948.008 | 28.155 | -3.0919 | -973.9937 | 970.9017 |
Avg Daily Profit (%) | 0.9489 | 0.9354 | 0.0135 | -0.0015 | 0 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220596 | -176472 | -100748 | -2975269 | -3410661 | -618488 |
Profit Factor | 2.8651 | 3.8378 | 1.0755 | 0.9997 | 0.8847 | 1.3307 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 46.1538 | 39.7436 | 52.5641 | 46.1538 | 39.7436 | 52.5641 |
Ratio Avg Win / Avg Loss | 3.3426 | 5.8187 | 0.9705 | 1.1664 | 1.3413 | 1.2009 |
Largest Winning Trade | 1966100 | 1966100 | 35182 | 1836645 | 1836645 | 473156 |
Largest Losing Trade | -45468 | -38038 | -45468 | -1168624 | -1168624 | -400966 |
Avg Bars in Trades | 156 | 239 | 73 | 156 | 239 | 73 |
Avg Bars in Winners | 195 | 363 | 68 | 195 | 363 | 68 |
Avg Bars in Losers | 122 | 158 | 77 | 122 | 158 | 77 |
Bars Traded | 24409 | 18709 | 5700 | 24409 | 18709 | 5700 |
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 | 651117 | -18220 | -351371 | -579789 | -617558 | -74346 |
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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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