Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745899.711 | 512404.8955 | 233494.8155 | 4216877.3378 | 510442.4008 | 3706434.937 |
Total P&L (%) | 745.8997 | 512.4049 | 233.4948 | 4216.8773 | 510.4424 | 3706.4349 |
Avg Daily Profit (%) | 0.358 | 0.246 | 0.1121 | 0.1809 | 0.0869 | 0.1748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146336 | -119277 | -67317 | -2473747 | -2623171 | -1044508 |
Profit Factor | 2.0416 | 2.0236 | 2.0835 | 1.3164 | 1.0542 | 1.9484 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 47.8632 | 48.2759 | 47.4576 | 47.8632 | 48.2759 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.2239 | 2.1681 | 2.3067 | 1.4339 | 1.1295 | 2.1572 |
Largest Winning Trade | 135407 | 135407 | 49944 | 2047371 | 2047371 | 1515196 |
Largest Losing Trade | -47119 | -47119 | -20595 | -1044508 | -905595 | -1044508 |
Avg Bars in Trades | 209 | 332 | 88 | 209 | 332 | 88 |
Avg Bars in Winners | 234 | 355 | 113 | 234 | 355 | 113 |
Avg Bars in Losers | 186 | 311 | 66 | 186 | 311 | 66 |
Bars Traded | 24514 | 19276 | 5238 | 24514 | 19276 | 5238 |
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 | 458955 | -168449 | -217071 | 271375 | -418201 | -166145 |
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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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