Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931847.3651 | 787900.3167 | 143947.0484 | 1912173.268 | -1442272.7996 | 3354446.0676 |
Total P&L (%) | 931.8474 | 787.9003 | 143.947 | 1912.1733 | -1442.2728 | 3354.4461 |
Avg Daily Profit (%) | 0.4813 | 0.407 | 0.0744 | 0.1552 | 0 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112596 | -84807 | -50269 | -3708039 | -2880159 | -1777821 |
Profit Factor | 2.2793 | 3.0806 | 1.4116 | 1.1267 | 0.8351 | 1.529 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 47.4684 | 40.5063 | 54.4304 | 47.4684 | 40.5063 | 54.4304 |
Ratio Avg Win / Avg Loss | 2.5224 | 4.5247 | 1.1818 | 1.2469 | 1.2266 | 1.2801 |
Largest Winning Trade | 478666 | 478666 | 51975 | 1468286 | 1468286 | 1408410 |
Largest Losing Trade | -50269 | -18877 | -50269 | -756814 | -571512 | -756814 |
Avg Bars in Trades | 71 | 55 | 86 | 71 | 55 | 86 |
Avg Bars in Winners | 107 | 89 | 120 | 107 | 89 | 120 |
Avg Bars in Losers | 38 | 32 | 46 | 38 | 32 | 46 |
Bars Traded | 11258 | 4396 | 6862 | 11258 | 4396 | 6862 |
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 | 526489 | -14957 | -119287 | -73619 | -609761 | -17006 |
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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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