Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1961433.4016 | 1998593.0647 | -37159.6631 | -40527.8689 | 454290.6409 | -494818.5098 |
Total P&L (%) | 1961.4334 | 1998.5931 | -37.1597 | -40.5279 | 454.2906 | -494.8185 |
Avg Daily Profit (%) | 1.0514 | 1.0713 | -0.0199 | -0.0279 | 0.0918 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217168 | -209718 | -106526 | -1794202 | -1286893 | -605013 |
Profit Factor | 3.2263 | 4.5849 | 0.8851 | 0.9869 | 1.2171 | 0.5018 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 42.4419 | 36.0465 | 48.8372 | 42.4419 | 36.0465 | 48.8372 |
Ratio Avg Win / Avg Loss | 4.3754 | 8.1345 | 0.9273 | 1.3384 | 2.1594 | 0.5257 |
Largest Winning Trade | 2043165 | 2043165 | 25648 | 1757751 | 1757751 | 65499 |
Largest Losing Trade | -46725 | -46725 | -39848 | -831126 | -831126 | -175290 |
Avg Bars in Trades | 63 | 103 | 24 | 63 | 103 | 24 |
Avg Bars in Winners | 81 | 155 | 26 | 81 | 155 | 26 |
Avg Bars in Losers | 51 | 74 | 22 | 51 | 74 | 22 |
Bars Traded | 10987 | 8891 | 2096 | 10987 | 8891 | 2096 |
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 | 630455 | 545096 | -581276 | -581149 | -75412 | -581276 |
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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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