Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1114702.275 | 1045779.7904 | 68922.4846 | 216925.1241 | 582886.2021 | -365961.078 |
Total P&L (%) | 1114.7023 | 1045.7798 | 68.9225 | 216.9251 | 582.8862 | -365.9611 |
Avg Daily Profit (%) | 0.6037 | 0.5664 | 0.0373 | 0.0625 | 0.1041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180145 | -128212 | -108127 | -1314802 | -909837 | -757489 |
Profit Factor | 2.4001 | 3.8115 | 1.1625 | 1.0574 | 1.3296 | 0.8179 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Profitability (%) | 30.2583 | 30.8824 | 29.6296 | 30.2583 | 30.8824 | 29.6296 |
Ratio Avg Win / Avg Loss | 5.5318 | 8.5305 | 2.7609 | 2.4372 | 2.9758 | 1.9424 |
Largest Winning Trade | 1101396 | 1101396 | 70283 | 1394710 | 1394710 | 247304 |
Largest Losing Trade | -37300 | -22323 | -37300 | -212333 | -212333 | -157072 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 102 | 87 | 118 | 102 | 87 | 118 |
Avg Bars in Losers | 12 | 9 | 15 | 12 | 9 | 15 |
Bars Traded | 10741 | 4554 | 6187 | 10741 | 4554 | 6187 |
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 | 352838 | 376724 | -193413 | -271987 | -59832 | -587606 |
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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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