Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726097.2775 | 553444.4469 | 172652.8307 | 502338.1595 | -1015960.3765 | 1518298.536 |
Total P&L (%) | 726.0973 | 553.4444 | 172.6528 | 502.3382 | -1015.9604 | 1518.2985 |
Avg Daily Profit (%) | 0.4012 | 0.3058 | 0.0954 | 0.0993 | 0 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140986 | -75316 | -86210 | -4046991 | -2114598 | -2301899 |
Profit Factor | 2.2178 | 3.0864 | 1.5217 | 1.0522 | 0.7578 | 1.2793 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 40.8284 | 35.2941 | 46.4286 | 40.8284 | 35.2941 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.2142 | 5.6585 | 1.7558 | 1.5249 | 1.3893 | 1.4761 |
Largest Winning Trade | 608646 | 608646 | 72007 | 1891814 | 597533 | 1891814 |
Largest Losing Trade | -30187 | -26479 | -30187 | -608140 | -608140 | -511801 |
Avg Bars in Trades | 62 | 46 | 78 | 62 | 46 | 78 |
Avg Bars in Winners | 108 | 83 | 127 | 108 | 83 | 127 |
Avg Bars in Losers | 31 | 26 | 36 | 31 | 26 | 36 |
Bars Traded | 10593 | 3972 | 6621 | 10593 | 3972 | 6621 |
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 | 406684 | 316563 | -64766 | -224744 | -585157 | 211798 |
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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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