Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1893348.1042 | 1728169.8972 | 165178.207 | 1991439.782 | -886078.9137 | 2877518.6957 |
Total P&L (%) | 1893.3481 | 1728.1699 | 165.1782 | 1991.4398 | -886.0789 | 2877.5187 |
Avg Daily Profit (%) | 0.8052 | 0.7349 | 0.0702 | 0.1294 | 0 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129626 | -107092 | -145056 | -2401492 | -2679471 | -889735 |
Profit Factor | 3.6196 | 5.1482 | 1.5395 | 1.2574 | 0.832 | 2.1689 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 40.6897 | 36.9863 | 44.4444 | 40.6897 | 36.9863 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.276 | 8.7709 | 1.9244 | 1.8328 | 1.4175 | 2.7112 |
Largest Winning Trade | 1654523 | 1654523 | 65562 | 1279783 | 1084465 | 1279783 |
Largest Losing Trade | -32180 | -31900 | -32180 | -938134 | -938134 | -386251 |
Avg Bars in Trades | 63 | 58 | 69 | 63 | 58 | 69 |
Avg Bars in Winners | 108 | 98 | 116 | 108 | 98 | 116 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 9261 | 4266 | 4995 | 9261 | 4266 | 4995 |
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 | 601778 | -56505 | -178107 | -22183 | -656130 | -77316 |
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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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