Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644945.4952 | 582859.5021 | 62085.993 | -105915.3404 | 4159005.5009 | -4264920.8413 |
Total P&L (%) | 644.9455 | 582.8595 | 62.086 | -105.9153 | 4159.0055 | -4264.9208 |
Avg Daily Profit (%) | 0.2702 | 0.2442 | 0.026 | 0 | 0.1573 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136728 | -52850 | -162622 | -4855748 | -1049374 | -4674740 |
Profit Factor | 1.8052 | 3.1212 | 1.118 | 0.9855 | 3.6917 | 0.2589 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 45 | 20 | 25 | 42 | 22 | 20 |
Losing Trades | 36 | 21 | 15 | 39 | 19 | 20 |
Profitability (%) | 55.5556 | 48.7805 | 62.5 | 51.8519 | 53.6585 | 50 |
Ratio Avg Win / Avg Loss | 1.4442 | 3.2773 | 0.6708 | 0.9151 | 3.1883 | 0.2589 |
Largest Winning Trade | 191958 | 191958 | 71551 | 1826814 | 1826814 | 482672 |
Largest Losing Trade | -113024 | -31267 | -113024 | -4550839 | -1049374 | -4550839 |
Avg Bars in Trades | 111 | 65 | 158 | 111 | 65 | 158 |
Avg Bars in Winners | 130 | 54 | 191 | 124 | 65 | 190 |
Avg Bars in Losers | 87 | 75 | 103 | 96 | 65 | 126 |
Bars Traded | 9022 | 2670 | 6352 | 9022 | 2670 | 6352 |
Profit Streak | 0 | 0 | 298.1982 | 73.4482 | 358.6982 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4606 | 501862 | -248445 | -596257 | 588989 | -580749 |
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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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