Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716988.1421 | 405875.8992 | 311112.2429 | 4553630.6364 | -711386.3191 | 5265016.9555 |
Total P&L (%) | 716.9881 | 405.8759 | 311.1122 | 4553.6306 | -711.3863 | 5265.017 |
Avg Daily Profit (%) | 0.3934 | 0.2227 | 0.1707 | 0.2109 | 0 | 0.2188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71093 | -67823 | -36784 | -2543739 | -4045473 | -1075985 |
Profit Factor | 2.4234 | 2.237 | 2.7717 | 1.319 | 0.9237 | 2.065 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 46 | 16 | 30 | 46 | 16 | 30 |
Losing Trades | 63 | 39 | 24 | 63 | 39 | 24 |
Profitability (%) | 42.2018 | 29.0909 | 55.5556 | 42.2018 | 29.0909 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.319 | 5.4527 | 2.2173 | 1.8065 | 2.2516 | 1.652 |
Largest Winning Trade | 288225 | 288225 | 71091 | 2567264 | 2567264 | 1932075 |
Largest Losing Trade | -32261 | -25980 | -32261 | -1633365 | -1633365 | -997176 |
Avg Bars in Trades | 98 | 78 | 118 | 98 | 78 | 118 |
Avg Bars in Winners | 166 | 161 | 169 | 166 | 161 | 169 |
Avg Bars in Losers | 48 | 44 | 54 | 48 | 44 | 54 |
Bars Traded | 10684 | 4303 | 6381 | 10684 | 4303 | 6381 |
Profit Streak | 0 | 0 | 33.8595 | 0 | 0 | 33.8595 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416349 | -180044 | -166133 | 241189 | -770117 | -166670 |
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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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