Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941906.8226 | 723702.3351 | 218204.4875 | 7352091.512 | -3585869.2261 | 10937960.738 |
Total P&L (%) | 941.9068 | 723.7023 | 218.2045 | 7352.0915 | -3585.8692 | 10937.9607 |
Avg Daily Profit (%) | 0.488 | 0.3749 | 0.113 | 0.2236 | 0 | 0.244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102298 | -90953 | -54757 | -17183577 | -14554177 | -3480606 |
Profit Factor | 2.1226 | 2.5011 | 1.6113 | 1.1628 | 0.8771 | 1.6852 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 86 | 34 | 52 | 86 | 34 | 52 |
Losing Trades | 96 | 57 | 39 | 96 | 57 | 39 |
Profitability (%) | 47.2527 | 37.3626 | 57.1429 | 47.2527 | 37.3626 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.3694 | 4.1931 | 1.2085 | 1.298 | 1.4705 | 1.2639 |
Largest Winning Trade | 369350 | 369350 | 46199 | 10368289 | 10368289 | 4918051 |
Largest Losing Trade | -37133 | -36107 | -37133 | -4868180 | -4868180 | -2401784 |
Avg Bars in Trades | 61 | 70 | 53 | 61 | 70 | 53 |
Avg Bars in Winners | 81 | 97 | 71 | 81 | 97 | 71 |
Avg Bars in Losers | 43 | 54 | 28 | 43 | 54 | 28 |
Bars Traded | 11246 | 6410 | 4835 | 11246 | 6410 | 4835 |
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 | 519136 | 326679 | -39532 | -33285 | -584336 | 399963 |
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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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