Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950163.4215 | 822731.4175 | 127432.004 | 1927150.5802 | -201647.4919 | 2128798.0721 |
Total P&L (%) | 950.1634 | 822.7314 | 127.432 | 1927.1506 | -201.6475 | 2128.7981 |
Avg Daily Profit (%) | 0.489 | 0.4234 | 0.0656 | 0.155 | 0 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148344 | -91939 | -122470 | -2427945 | -1417095 | -1522262 |
Profit Factor | 2.2102 | 3.1501 | 1.3166 | 1.2543 | 0.9526 | 1.6404 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
Profitability (%) | 31.0345 | 25 | 37.069 | 31.0345 | 25 | 37.069 |
Ratio Avg Win / Avg Loss | 4.9116 | 9.4502 | 2.2352 | 2.7874 | 2.8578 | 2.7849 |
Largest Winning Trade | 511470 | 511470 | 52368 | 1287138 | 1287138 | 854854 |
Largest Losing Trade | -27392 | -14915 | -27392 | -606414 | -453785 | -606414 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 76 | 74 | 78 | 76 | 74 | 78 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 7601 | 3228 | 4374 | 7601 | 3228 | 4374 |
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 | 307869 | -13816 | -109348 | 86668 | -607783 | 198952 |
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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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