Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435961.1075 | 1345066.6009 | 90894.5066 | 855562.9807 | 1433750.1414 | -578187.1607 |
Total P&L (%) | 1435.9611 | 1345.0666 | 90.8945 | 855.563 | 1433.7501 | -578.1872 |
Avg Daily Profit (%) | 0.6009 | 0.5629 | 0.038 | 0.0945 | 0.1143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143782 | -102851 | -115145 | -6213642 | -4127855 | -2850040 |
Profit Factor | 2.4012 | 3.5426 | 1.1833 | 1.0423 | 1.1381 | 0.9412 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 29.9401 | 25 | 34.9398 | 29.9401 | 25 | 34.9398 |
Ratio Avg Win / Avg Loss | 5.6189 | 10.6279 | 2.2035 | 2.4391 | 3.4144 | 1.7526 |
Largest Winning Trade | 1044386 | 1044386 | 66571 | 2626545 | 2626545 | 1563897 |
Largest Losing Trade | -37040 | -32490 | -37040 | -1874782 | -762979 | -1874782 |
Avg Bars in Trades | 55 | 50 | 61 | 55 | 50 | 61 |
Avg Bars in Winners | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 9350 | 4231 | 5119 | 9350 | 4231 | 5119 |
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 | 319404 | -12278 | -166018 | -246402 | -137554 | -584188 |
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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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