Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874912.8892 | 656433.819 | 218479.0703 | 5397659.3447 | -476923.0877 | 5874582.4324 |
Total P&L (%) | 874.9129 | 656.4338 | 218.4791 | 5397.6593 | -476.9231 | 5874.5824 |
Avg Daily Profit (%) | 0.4201 | 0.3152 | 0.1049 | 0.1926 | 0 | 0.1966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149063 | -99323 | -152416 | -2757479 | -2763799 | -1190874 |
Profit Factor | 2.3017 | 2.9176 | 1.6625 | 1.4666 | 0.9341 | 2.358 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 45.9016 | 36.0656 | 55.7377 | 45.9016 | 36.0656 | 55.7377 |
Ratio Avg Win / Avg Loss | 2.7128 | 5.1721 | 1.3202 | 1.7285 | 1.656 | 1.8726 |
Largest Winning Trade | 306066 | 306066 | 68582 | 1994604 | 1977114 | 1994604 |
Largest Losing Trade | -52313 | -28880 | -52313 | -846425 | -846425 | -811236 |
Avg Bars in Trades | 200 | 164 | 236 | 200 | 164 | 236 |
Avg Bars in Winners | 331 | 302 | 349 | 331 | 302 | 349 |
Avg Bars in Losers | 89 | 86 | 94 | 89 | 86 | 94 |
Bars Traded | 24448 | 10015 | 14433 | 24448 | 10015 | 14433 |
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 | 469120 | -152783 | -211839 | 321026 | -745377 | -148436 |
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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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