Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980147.2021 | 717858.2166 | 262288.9855 | 17671141.1951 | -4271916.6559 | 21943057.8509 |
Total P&L (%) | 980.1472 | 717.8582 | 262.289 | 17671.1412 | -4271.9167 | 21943.0579 |
Avg Daily Profit (%) | 0.4168 | 0.3053 | 0.1115 | 0.2205 | 0 | 0.2297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71892 | -60063 | -74693 | -20478088 | -13189648 | -8071897 |
Profit Factor | 2.7678 | 3.4503 | 2.0031 | 1.3958 | 0.8409 | 2.2329 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 39.3443 | 31.1475 | 47.541 | 39.3443 | 31.1475 | 47.541 |
Ratio Avg Win / Avg Loss | 4.267 | 7.627 | 2.2103 | 2.1519 | 1.8587 | 2.4639 |
Largest Winning Trade | 319928 | 319928 | 61613 | 14582096 | 9196932 | 14582096 |
Largest Losing Trade | -23136 | -23136 | -20005 | -4192639 | -3938420 | -4192639 |
Avg Bars in Trades | 75 | 58 | 91 | 75 | 58 | 91 |
Avg Bars in Winners | 150 | 127 | 164 | 150 | 127 | 164 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 9172 | 3569 | 5603 | 9172 | 3569 | 5603 |
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 | 408694 | -153753 | -202915 | 222254 | -747289 | -150095 |
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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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