Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908267.8195 | 711763.8924 | 196503.9271 | 3535576.8274 | 3993739.7241 | -458162.8967 |
Total P&L (%) | 908.2678 | 711.7639 | 196.5039 | 3535.5768 | 3993.7397 | -458.1629 |
Avg Daily Profit (%) | 0.3817 | 0.2991 | 0.0826 | 0.1511 | 0.1561 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197947 | -101368 | -149619 | -46850064 | -23730606 | -35980830 |
Profit Factor | 1.9934 | 2.7634 | 1.3848 | 1.0282 | 1.0794 | 0.9939 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 53.5948 | 53.2468 | 53.9474 | 53.5948 | 53.2468 | 53.9474 |
Ratio Avg Win / Avg Loss | 1.726 | 2.4264 | 1.1821 | 0.8903 | 0.9478 | 0.8484 |
Largest Winning Trade | 267878 | 267878 | 67953 | 13750182 | 7407904 | 13750182 |
Largest Losing Trade | -57300 | -34043 | -57300 | -20052020 | -12767543 | -20052020 |
Avg Bars in Trades | 90 | 66 | 114 | 90 | 66 | 114 |
Avg Bars in Winners | 111 | 78 | 143 | 111 | 78 | 143 |
Avg Bars in Losers | 66 | 52 | 81 | 66 | 52 | 81 |
Bars Traded | 13858 | 5124 | 8734 | 13858 | 5124 | 8734 |
Profit Streak | 0 | 0 | 10.4608 | 0 | 0 | 10.4608 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527262 | -27378 | -130380 | -182272 | -168718 | -629071 |
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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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