Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744027.9144 | 607928.0234 | 136099.891 | 728407.8573 | -2360752.0636 | 3089159.9209 |
Total P&L (%) | 744.0279 | 607.928 | 136.0999 | 728.4079 | -2360.7521 | 3089.1599 |
Avg Daily Profit (%) | 0.3765 | 0.3077 | 0.0689 | 0.1071 | 0 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247979 | -154044 | -112147 | -15751002 | -11005875 | -7822320 |
Profit Factor | 1.776 | 2.1892 | 1.304 | 1.0196 | 0.8909 | 1.1987 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 51.8519 | 50 | 53.7037 | 51.8519 | 50 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.6491 | 2.1892 | 1.1242 | 0.9468 | 0.8909 | 1.0334 |
Largest Winning Trade | 248786 | 248786 | 71992 | 6747333 | 5329612 | 6747333 |
Largest Losing Trade | -82358 | -38661 | -82358 | -6232116 | -6232116 | -2596569 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 71 | 73 | 70 | 71 | 73 | 70 |
Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
Bars Traded | 11499 | 5486 | 6013 | 11499 | 5486 | 6013 |
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 | 514262 | 462834 | -100649 | -248922 | -581044 | 220309 |
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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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