Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418815.8999 | 269250.7733 | 149565.1266 | 1835694.0656 | 1979119.592 | -143425.5265 |
Total P&L (%) | 418.8159 | 269.2508 | 149.5651 | 1835.6941 | 1979.1196 | -143.4255 |
Avg Daily Profit (%) | 0.4021 | 0.2585 | 0.1436 | 0.2849 | 0.2917 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89201 | -34425 | -74816 | -3258815 | -1016883 | -2695944 |
Profit Factor | 2.2233 | 2.733 | 1.7998 | 1.3002 | 1.861 | 0.9624 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 46.8966 | 44.4444 | 49.3151 | 46.8966 | 44.4444 | 49.3151 |
Ratio Avg Win / Avg Loss | 2.5175 | 3.4162 | 1.8498 | 1.4723 | 2.3262 | 0.9891 |
Largest Winning Trade | 108032 | 108032 | 51717 | 1139813 | 1139813 | 896087 |
Largest Losing Trade | -21007 | -14694 | -21007 | -514784 | -354184 | -514784 |
Avg Bars in Trades | 170 | 151 | 189 | 170 | 151 | 189 |
Avg Bars in Winners | 270 | 245 | 293 | 270 | 245 | 293 |
Avg Bars in Losers | 81 | 76 | 87 | 81 | 76 | 87 |
Bars Traded | 24728 | 10907 | 13821 | 24728 | 10907 | 13821 |
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 | 459218 | -68283 | -70174 | 288906 | -69264 | -653002 |
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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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