Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824410.4486 | 671565.2965 | 152845.1522 | 424948.5211 | -1124996.4595 | 1549944.9806 |
Total P&L (%) | 824.4104 | 671.5653 | 152.8452 | 424.9485 | -1124.9965 | 1549.945 |
Avg Daily Profit (%) | 0.5551 | 0.4522 | 0.1029 | 0.1117 | 0 | 0.1889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142634 | -111450 | -72414 | -2134466 | -1964643 | -881658 |
Profit Factor | 1.9836 | 2.2924 | 1.4799 | 1.0349 | 0.8539 | 1.3466 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Profitability (%) | 33.5366 | 25.6098 | 41.4634 | 33.5366 | 25.6098 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.9312 | 6.659 | 2.0892 | 2.051 | 2.4804 | 1.9011 |
Largest Winning Trade | 500151 | 500151 | 58955 | 1534878 | 1534878 | 717640 |
Largest Losing Trade | -39531 | -39531 | -20515 | -809674 | -809674 | -485602 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 62 | 67 | 58 | 62 | 67 | 58 |
Avg Bars in Losers | 21 | 26 | 15 | 21 | 26 | 15 |
Bars Traded | 5735 | 3013 | 2722 | 5735 | 3013 | 2722 |
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 | 334723 | -17028 | -61077 | -230425 | -609585 | 59223 |
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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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