Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926801.9122 | 786037.4715 | 140764.4407 | 2043319.4564 | -1974427.665 | 4017747.1214 |
Total P&L (%) | 926.8019 | 786.0375 | 140.7644 | 2043.3195 | -1974.4277 | 4017.7471 |
Avg Daily Profit (%) | 0.4791 | 0.4064 | 0.0728 | 0.1586 | 0 | 0.1924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112174 | -72673 | -80810 | -5223997 | -4103188 | -3399574 |
Profit Factor | 2.2832 | 3.0978 | 1.405 | 1.1079 | 0.8166 | 1.4913 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Profitability (%) | 32.7778 | 26.6667 | 38.8889 | 32.7778 | 26.6667 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.6824 | 8.519 | 2.2078 | 2.2721 | 2.2457 | 2.3435 |
Largest Winning Trade | 590513 | 590513 | 51038 | 2495819 | 2495819 | 1825540 |
Largest Losing Trade | -26495 | -19392 | -26495 | -1128697 | -947109 | -1128697 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 69 | 63 | 73 | 69 | 63 | 73 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5629 | 2353 | 3276 | 5629 | 2353 | 3276 |
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 | 324551 | -6784 | -98575 | -98838 | -600505 | 205277 |
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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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