Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636701.0455 | 1475820.05 | 160880.9955 | 1246271.6643 | -591830.0046 | 1838101.6688 |
Total P&L (%) | 1636.701 | 1475.8201 | 160.881 | 1246.2717 | -591.83 | 1838.1017 |
Avg Daily Profit (%) | 0.6962 | 0.6278 | 0.0684 | 0.1107 | 0 | 0.1262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98734 | -107863 | -78046 | -2682883 | -2989726 | -1330858 |
Profit Factor | 2.6728 | 3.3151 | 1.4719 | 1.0828 | 0.9412 | 1.3694 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 142 | 58 | 84 | 142 | 58 | 84 |
Losing Trades | 153 | 90 | 63 | 153 | 90 | 63 |
Profitability (%) | 48.1356 | 39.1892 | 57.1429 | 48.1356 | 39.1892 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.8799 | 5.1441 | 1.1039 | 1.1667 | 1.4605 | 1.027 |
Largest Winning Trade | 1421181 | 1421181 | 53037 | 1937006 | 1937006 | 795904 |
Largest Losing Trade | -27499 | -27499 | -23875 | -664565 | -664565 | -495004 |
Avg Bars in Trades | 47 | 67 | 27 | 47 | 67 | 27 |
Avg Bars in Winners | 60 | 101 | 32 | 60 | 101 | 32 |
Avg Bars in Losers | 34 | 44 | 20 | 34 | 44 | 20 |
Bars Traded | 13942 | 9943 | 3999 | 13942 | 9943 | 3999 |
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 | 655038 | 491964 | -99385 | -173433 | -583477 | -22609 |
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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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