Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655888.5178 | 406035.5134 | 249853.0044 | 1997197.7672 | -530580.8339 | 2527778.601 |
Total P&L (%) | 655.8885 | 406.0355 | 249.853 | 1997.1978 | -530.5808 | 2527.7786 |
Avg Daily Profit (%) | 0.3738 | 0.2314 | 0.1424 | 0.1736 | 0 | 0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136282 | -76188 | -79532 | -8835985 | -6197695 | -4416447 |
Profit Factor | 1.7796 | 1.9503 | 1.6034 | 1.0918 | 0.9524 | 1.238 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 56.4417 | 47.561 | 65.4321 | 56.4417 | 47.561 | 65.4321 |
Ratio Avg Win / Avg Loss | 1.3734 | 2.1504 | 0.8471 | 0.8425 | 1.0501 | 0.654 |
Largest Winning Trade | 188013 | 188013 | 48228 | 2960992 | 1417481 | 2960992 |
Largest Losing Trade | -47817 | -42874 | -47817 | -1902590 | -1677502 | -1902590 |
Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Winners | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Losers | 32 | 28 | 39 | 32 | 28 | 39 |
Bars Traded | 5129 | 2235 | 2893 | 5129 | 2235 | 2893 |
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 | 485131 | 232741 | -12371 | -111763 | -584240 | -3719 |
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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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