Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3056455.3878 | 3025128.7001 | 31326.6876 | 11042.3229 | 112942.4809 | -101900.158 |
Total P&L (%) | 3056.4554 | 3025.1287 | 31.3267 | 11.0423 | 112.9425 | -101.9002 |
Avg Daily Profit (%) | 1.3159 | 1.3024 | 0.0135 | 0.0045 | 0.0325 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185115 | -216121 | -104713 | -735632 | -596236 | -292942 |
Profit Factor | 3.122 | 4.0078 | 1.0721 | 1.0045 | 1.0644 | 0.8549 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 123 | 46 | 77 | 123 | 46 | 77 |
Losing Trades | 168 | 99 | 69 | 168 | 99 | 69 |
Profitability (%) | 42.268 | 31.7241 | 52.7397 | 42.268 | 31.7241 | 52.7397 |
Ratio Avg Win / Avg Loss | 4.2642 | 8.6256 | 0.9607 | 1.372 | 2.2907 | 0.7661 |
Largest Winning Trade | 2682104 | 2682104 | 19394 | 753675 | 753675 | 37908 |
Largest Losing Trade | -48624 | -48624 | -36105 | -361379 | -361379 | -156478 |
Avg Bars in Trades | 47 | 84 | 10 | 47 | 84 | 10 |
Avg Bars in Winners | 63 | 152 | 9 | 63 | 152 | 9 |
Avg Bars in Losers | 35 | 52 | 10 | 35 | 52 | 10 |
Bars Traded | 13705 | 12238 | 1466 | 13705 | 12238 | 1466 |
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 | 651402 | 482113 | -320255 | -537210 | -305283 | -580312 |
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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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