Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523139.213 | 1465385.0763 | 57754.1367 | 73265.0183 | -97128.6167 | 170393.635 |
Total P&L (%) | 1523.1392 | 1465.3851 | 57.7541 | 73.265 | -97.1286 | 170.3936 |
Avg Daily Profit (%) | 0.6459 | 0.6214 | 0.0245 | 0.0233 | -0.1504 | 0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139142 | -129095 | -132683 | -678541 | -823829 | -348738 |
Profit Factor | 2.2939 | 3.3261 | 1.1055 | 1.0221 | 0.9493 | 1.1222 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 40.0862 | 35.3448 | 44.8276 | 40.0862 | 35.3448 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.4285 | 6.0844 | 1.3607 | 1.5277 | 1.7366 | 1.3811 |
Largest Winning Trade | 1415626 | 1415626 | 59487 | 740557 | 740557 | 227649 |
Largest Losing Trade | -51413 | -29332 | -51413 | -231174 | -157996 | -231174 |
Avg Bars in Trades | 60 | 73 | 47 | 60 | 73 | 47 |
Avg Bars in Winners | 88 | 117 | 66 | 88 | 117 | 66 |
Avg Bars in Losers | 41 | 49 | 31 | 41 | 49 | 31 |
Bars Traded | 13994 | 8509 | 5485 | 13994 | 8509 | 5485 |
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 | 488686 | 433927 | -267652 | -359449 | -583945 | -224944 |
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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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