Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940138.5162 | 797560.9278 | 142577.5884 | 4626041.3024 | -1285512.9436 | 5911554.246 |
Total P&L (%) | 940.1385 | 797.5609 | 142.5776 | 4626.0413 | -1285.5129 | 5911.5542 |
Avg Daily Profit (%) | 0.4514 | 0.383 | 0.0685 | 0.1853 | 0 | 0.1969 |
Buy And Hold Return (%) | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 |
Max Trade Drawdown | -141086 | -101093 | -102229 | -17104554 | -13509916 | -4919778 |
Profit Factor | 1.8918 | 2.437 | 1.2856 | 1.0718 | 0.9651 | 1.2145 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 146 | 65 | 81 | 146 | 65 | 81 |
Losing Trades | 197 | 107 | 90 | 197 | 107 | 90 |
Profitability (%) | 42.5656 | 37.7907 | 47.3684 | 42.5656 | 37.7907 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.5526 | 4.0117 | 1.4284 | 1.4462 | 1.5887 | 1.3494 |
Largest Winning Trade | 366462 | 366462 | 51456 | 8879428 | 8879428 | 3168256 |
Largest Losing Trade | -25846 | -21503 | -25846 | -3021865 | -3021865 | -1945602 |
Avg Bars in Trades | 72 | 64 | 79 | 72 | 64 | 79 |
Avg Bars in Winners | 109 | 105 | 113 | 109 | 105 | 113 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 24758 | 11118 | 13639 | 24758 | 11118 | 13639 |
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 | 456495 | 350679 | -198249 | -134722 | -582402 | 248012 |
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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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