Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615126.2117 | 1565433.0861 | 49693.1256 | 25517.048 | 162301.2147 | -136784.1667 |
Total P&L (%) | 1615.1262 | 1565.4331 | 49.6931 | 25.517 | 162.3012 | -136.7842 |
Avg Daily Profit (%) | 0.6751 | 0.6544 | 0.0208 | 0.0095 | 0.0403 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240865 | -154976 | -134713 | -12749633 | -9364430 | -3429435 |
Profit Factor | 2.3794 | 3.5624 | 1.0887 | 1.0013 | 1.0128 | 0.9813 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 44.7368 | 43.4211 | 46.0526 | 44.7368 | 43.4211 | 46.0526 |
Ratio Avg Win / Avg Loss | 2.9393 | 4.6419 | 1.2754 | 1.2369 | 1.3197 | 1.1496 |
Largest Winning Trade | 1199285 | 1199285 | 60767 | 5108170 | 5108170 | 2205548 |
Largest Losing Trade | -83748 | -58403 | -83748 | -6130613 | -6130613 | -2378159 |
Avg Bars in Trades | 62 | 75 | 48 | 62 | 75 | 48 |
Avg Bars in Winners | 76 | 91 | 61 | 76 | 91 | 61 |
Avg Bars in Losers | 50 | 62 | 37 | 50 | 62 | 37 |
Bars Traded | 9436 | 5732 | 3704 | 9436 | 5732 | 3704 |
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 | 553717 | -33354 | -340370 | -404023 | -397534 | -630104 |
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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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