Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767164.5064 | 562401.9271 | 204762.5793 | 847539.6866 | -2164011.6621 | 3011551.3487 |
Total P&L (%) | 767.1645 | 562.4019 | 204.7626 | 847.5397 | -2164.0117 | 3011.5513 |
Avg Daily Profit (%) | 0.425 | 0.3115 | 0.1134 | 0.1246 | 0 | 0.1906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232020 | -146045 | -97018 | -12478838 | -8204932 | -5476544 |
Profit Factor | 2.2298 | 2.6324 | 1.7331 | 1.0255 | 0.884 | 1.2062 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 43.6709 | 39.2405 | 48.1013 | 43.6709 | 39.2405 | 48.1013 |
Ratio Avg Win / Avg Loss | 2.8761 | 4.076 | 1.87 | 1.3227 | 1.3687 | 1.3014 |
Largest Winning Trade | 582951 | 582951 | 68059 | 3340154 | 3340154 | 2653224 |
Largest Losing Trade | -36058 | -25677 | -36058 | -1705674 | -1666715 | -1705674 |
Avg Bars in Trades | 44 | 32 | 56 | 44 | 32 | 56 |
Avg Bars in Winners | 71 | 51 | 87 | 71 | 51 | 87 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 7028 | 2587 | 4440 | 7028 | 2587 | 4440 |
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 | 452544 | -17130 | -65982 | -220328 | -610253 | -20228 |
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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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