Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844773.2512 | 792946.248 | 51827.0031 | 2275516.1889 | 4612089.6985 | -2336573.5096 |
Total P&L (%) | 844.7733 | 792.9462 | 51.827 | 2275.5162 | 4612.0897 | -2336.5735 |
Avg Daily Profit (%) | 0.3641 | 0.3418 | 0.0223 | 0.1366 | 0.1662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169469 | -95442 | -131529 | -17956114 | -11553377 | -9958844 |
Profit Factor | 1.9143 | 2.683 | 1.1145 | 1.0421 | 1.1626 | 0.909 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Losing Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Profitability (%) | 39.2638 | 43.9024 | 34.5679 | 39.2638 | 43.9024 | 34.5679 |
Ratio Avg Win / Avg Loss | 2.9612 | 3.4283 | 2.1095 | 1.612 | 1.4855 | 1.7206 |
Largest Winning Trade | 280561 | 280561 | 90676 | 6034983 | 6034983 | 4853464 |
Largest Losing Trade | -33872 | -31218 | -33872 | -3691696 | -3691696 | -2927309 |
Avg Bars in Trades | 38 | 23 | 53 | 38 | 23 | 53 |
Avg Bars in Winners | 73 | 34 | 122 | 73 | 34 | 122 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 6265 | 1935 | 4330 | 6265 | 1935 | 4330 |
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 | 351151 | 281387 | -275698 | -186635 | -40488 | -595959 |
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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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