Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062723.7626 | 897640.931 | 165082.8316 | 3503857.6401 | -1574240.5513 | 5078098.1914 |
Total P&L (%) | 1062.7238 | 897.6409 | 165.0828 | 3503.8576 | -1574.2406 | 5078.0982 |
Avg Daily Profit (%) | 0.5477 | 0.4627 | 0.0851 | 0.1849 | 0 | 0.2036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135759 | -89851 | -60907 | -4797348 | -4558028 | -3015697 |
Profit Factor | 2.423 | 3.2421 | 1.4765 | 1.1263 | 0.8906 | 1.38 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 47.0199 | 42.1053 | 52 | 47.0199 | 42.1053 | 52 |
Ratio Avg Win / Avg Loss | 2.7301 | 4.4579 | 1.3629 | 1.269 | 1.2246 | 1.2738 |
Largest Winning Trade | 627146 | 627146 | 59046 | 2513526 | 2513526 | 2232878 |
Largest Losing Trade | -40728 | -40728 | -23556 | -1699609 | -1699609 | -1434875 |
Avg Bars in Trades | 75 | 68 | 82 | 75 | 68 | 82 |
Avg Bars in Winners | 103 | 101 | 104 | 103 | 101 | 104 |
Avg Bars in Losers | 50 | 43 | 58 | 50 | 43 | 58 |
Bars Traded | 11366 | 5171 | 6195 | 11366 | 5171 | 6195 |
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 | 549318 | -36048 | -134893 | -74106 | -631639 | -48057 |
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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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