Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766120.0693 | 582941.6414 | 183178.4279 | 2210876.8612 | -500795.7972 | 2711672.6585 |
Total P&L (%) | 766.1201 | 582.9416 | 183.1784 | 2210.8769 | -500.7958 | 2711.6727 |
Avg Daily Profit (%) | 0.3257 | 0.2478 | 0.0779 | 0.1336 | 0 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89940 | -73187 | -153501 | -3580858 | -2609545 | -1937813 |
Profit Factor | 1.8338 | 2.3366 | 1.3795 | 1.2501 | 0.8931 | 1.6523 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 42.515 | 35.7143 | 49.3976 | 42.515 | 35.7143 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.4795 | 4.2058 | 1.4132 | 1.6902 | 1.6076 | 1.6926 |
Largest Winning Trade | 207677 | 207677 | 62542 | 1571162 | 1571162 | 1235696 |
Largest Losing Trade | -54224 | -23336 | -54224 | -1495171 | -840861 | -1495171 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 4639 | 2070 | 2569 | 4639 | 2070 | 2569 |
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 | 390012 | 262415 | -88960 | -15122 | -583607 | -556 |
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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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