Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964051.7587 | 638880.8397 | 325170.919 | 13118909.2195 | -2613875.1896 | 15732784.4091 |
Total P&L (%) | 964.0518 | 638.8808 | 325.1709 | 13118.9092 | -2613.8752 | 15732.7844 |
Avg Daily Profit (%) | 0.6512 | 0.4315 | 0.2196 | 0.3304 | 0 | 0.3427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120860 | -126442 | -62474 | -36186288 | -29821202 | -13786318 |
Profit Factor | 1.8507 | 2.0404 | 1.6264 | 1.0987 | 0.9637 | 1.2579 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 130 | 53 | 77 | 130 | 53 | 77 |
Losing Trades | 203 | 113 | 90 | 203 | 113 | 90 |
Profitability (%) | 39.039 | 31.9277 | 46.1078 | 39.039 | 31.9277 | 46.1078 |
Ratio Avg Win / Avg Loss | 2.89 | 4.3503 | 1.9009 | 1.7157 | 2.0546 | 1.4703 |
Largest Winning Trade | 310893 | 310893 | 42903 | 11922426 | 9925518 | 11922426 |
Largest Losing Trade | -27583 | -27583 | -19111 | -4845932 | -4845932 | -3763228 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 2907 | 1487 | 1420 | 2907 | 1487 | 1420 |
Profit Streak | 13.0087 | 0 | 14.5087 | 13.0087 | 0 | 14.5087 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495757 | 268510 | 379534 | -103325 | -584436 | 315308 |
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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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