Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720918.9793 | 477043.1175 | 243875.8618 | 3935487.2947 | -163021.9027 | 4098509.1973 |
Total P&L (%) | 720.919 | 477.0431 | 243.8759 | 3935.4873 | -163.0219 | 4098.5092 |
Avg Daily Profit (%) | 0.379 | 0.2508 | 0.1282 | 0.1946 | 0 | 0.1967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79530 | -105048 | -79979 | -3747758 | -3614005 | -3332611 |
Profit Factor | 2.3161 | 2.6215 | 1.9617 | 1.2703 | 0.98 | 1.6381 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 54.7771 | 54.4304 | 55.1282 | 54.7771 | 54.4304 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.9121 | 2.1948 | 1.5968 | 1.0487 | 0.8204 | 1.3334 |
Largest Winning Trade | 219511 | 219511 | 55304 | 1912009 | 1912009 | 1744915 |
Largest Losing Trade | -53421 | -37167 | -53421 | -2647125 | -2387160 | -2647125 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 68 | 59 | 76 | 68 | 59 | 76 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 7370 | 3264 | 4106 | 7370 | 3264 | 4106 |
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 | 555121 | -13328 | -51911 | 336082 | -607161 | -23793 |
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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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