Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1847196.5261 | 1646524.5932 | 200671.9329 | 4994945.9896 | -2303141.6554 | 7298087.645 |
Total P&L (%) | 1847.1965 | 1646.5246 | 200.6719 | 4994.946 | -2303.1417 | 7298.0876 |
Avg Daily Profit (%) | 0.7822 | 0.6972 | 0.085 | 0.1666 | 0 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92087 | -73241 | -87868 | -6547949 | -7435247 | -2265295 |
Profit Factor | 3.8468 | 6.053 | 1.6213 | 1.2285 | 0.8254 | 1.8425 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 30.1205 | 25.3012 | 34.9398 | 30.1205 | 25.3012 | 34.9398 |
Ratio Avg Win / Avg Loss | 8.9246 | 17.8707 | 3.0189 | 2.8502 | 2.4369 | 3.4308 |
Largest Winning Trade | 1549135 | 1549135 | 61460 | 3753559 | 2705865 | 3753559 |
Largest Losing Trade | -31743 | -15839 | -31743 | -1655297 | -1655297 | -1018053 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 69 | 61 | 75 | 69 | 61 | 75 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4599 | 1895 | 2704 | 4599 | 1895 | 2704 |
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 | 481669 | -7725 | -82624 | 69373 | -606541 | 187018 |
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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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