Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630722.3399 | 551388.745 | 79333.5949 | 264432.2086 | 1508478.8171 | -1244046.6085 |
Total P&L (%) | 630.7223 | 551.3887 | 79.3336 | 264.4322 | 1508.4788 | -1244.0466 |
Avg Daily Profit (%) | 0.3189 | 0.2788 | 0.0401 | 0.0654 | 0.1406 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205717 | -124873 | -98539 | -6270785 | -4736386 | -2721225 |
Profit Factor | 1.6499 | 2.2211 | 1.1529 | 1.0144 | 1.1614 | 0.862 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 46.1988 | 43.0233 | 49.4118 | 46.1988 | 43.0233 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.9214 | 2.9415 | 1.1803 | 1.1813 | 1.5381 | 0.8826 |
Largest Winning Trade | 136964 | 136964 | 60557 | 2471724 | 2471724 | 2235442 |
Largest Losing Trade | -80057 | -50424 | -80057 | -3283527 | -3283527 | -2503501 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 3851 | 1669 | 2182 | 3851 | 1669 | 2182 |
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 | 427473 | 366441 | -191958 | -310575 | -49583 | -581055 |
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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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