Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992118.4029 | 837231.8545 | 154886.5484 | 3580074.6299 | -768382.6107 | 4348457.2405 |
Total P&L (%) | 992.1184 | 837.2319 | 154.8865 | 3580.0746 | -768.3826 | 4348.4572 |
Avg Daily Profit (%) | 0.514 | 0.4337 | 0.0802 | 0.187 | 0 | 0.1968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88753 | -62786 | -91714 | -5359208 | -4105968 | -3395843 |
Profit Factor | 2.4419 | 3.4737 | 1.443 | 1.2417 | 0.9106 | 1.6995 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 30.4878 | 29.2683 | 31.7073 | 30.4878 | 29.2683 | 31.7073 |
Ratio Avg Win / Avg Loss | 5.5675 | 8.3947 | 3.108 | 2.8312 | 2.2006 | 3.6606 |
Largest Winning Trade | 519213 | 519213 | 52175 | 3110671 | 3110671 | 1794983 |
Largest Losing Trade | -25933 | -17129 | -25933 | -1342596 | -1260774 | -1342596 |
Avg Bars in Trades | 69 | 58 | 80 | 69 | 58 | 80 |
Avg Bars in Winners | 166 | 145 | 184 | 166 | 145 | 184 |
Avg Bars in Losers | 27 | 22 | 31 | 27 | 22 | 31 |
Bars Traded | 11401 | 4818 | 6583 | 11401 | 4818 | 6583 |
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 | 311230 | 43874 | -95325 | 73307 | -593461 | -341 |
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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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