Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937334.7955 | 630707.2123 | 306627.5832 | 5736293.5828 | -362473.5555 | 6098767.1383 |
Total P&L (%) | 937.3348 | 630.7072 | 306.6276 | 5736.2936 | -362.4736 | 6098.7671 |
Avg Daily Profit (%) | 0.5192 | 0.3493 | 0.1698 | 0.2255 | 0 | 0.2288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66194 | -91392 | -26175 | -4519791 | -5407348 | -1823663 |
Profit Factor | 2.6538 | 2.7792 | 2.4444 | 1.2006 | 0.9786 | 1.5239 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
Profitability (%) | 39.4904 | 30.3797 | 48.7179 | 39.4904 | 30.3797 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.0663 | 6.369 | 2.5731 | 1.8396 | 2.2427 | 1.6041 |
Largest Winning Trade | 553305 | 553305 | 67818 | 3846424 | 3846424 | 2316542 |
Largest Losing Trade | -18287 | -18287 | -13780 | -1426563 | -1426563 | -984978 |
Avg Bars in Trades | 22 | 18 | 25 | 22 | 18 | 25 |
Avg Bars in Winners | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3519 | 1493 | 2026 | 3519 | 1493 | 2026 |
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 | 462271 | -19692 | -22657 | 210831 | -612310 | -23831 |
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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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