Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883635.2273 | 614461.3075 | 269173.9198 | 3162614.4016 | -732786.6787 | 3895401.0803 |
Total P&L (%) | 883.6352 | 614.4613 | 269.1739 | 3162.6144 | -732.7867 | 3895.4011 |
Avg Daily Profit (%) | 0.4855 | 0.3376 | 0.1479 | 0.1917 | 0 | 0.2028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114071 | -78301 | -82783 | -9851308 | -6081945 | -5670465 |
Profit Factor | 2.6144 | 2.854 | 2.2465 | 1.1141 | 0.9541 | 1.3312 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 58 | 21 | 37 | 58 | 21 | 37 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 37.4194 | 27.2727 | 47.4359 | 37.4194 | 27.2727 | 47.4359 |
Ratio Avg Win / Avg Loss | 4.3723 | 7.6108 | 2.4894 | 1.8632 | 2.5443 | 1.4751 |
Largest Winning Trade | 553305 | 553305 | 69206 | 3927926 | 3927926 | 2624706 |
Largest Losing Trade | -30340 | -30340 | -20924 | -2902766 | -2902766 | -1394503 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 42 | 45 | 41 | 42 | 45 | 41 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3567 | 1593 | 1974 | 3567 | 1593 | 1974 |
Profit Streak | 20.0321 | 0 | 23.0321 | 20.0321 | 0 | 23.0321 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439804 | -46816 | -25963 | -89222 | -639478 | -26294 |
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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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