Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720099.0136 | 505731.6544 | 214367.3592 | 9088624.4031 | 2786422.015 | 6302202.3881 |
Total P&L (%) | 720.099 | 505.7317 | 214.3674 | 9088.6244 | 2786.422 | 6302.2024 |
Avg Daily Profit (%) | 0.3058 | 0.2148 | 0.091 | 0.1922 | 0.1429 | 0.1768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106634 | -49701 | -74329 | -18825620 | -8485392 | -10438639 |
Profit Factor | 2.0898 | 2.6994 | 1.5902 | 1.2945 | 1.1921 | 1.3853 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 48.8235 | 44.7059 | 52.9412 | 48.8235 | 44.7059 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.1905 | 3.3387 | 1.4135 | 1.3569 | 1.4744 | 1.2314 |
Largest Winning Trade | 182817 | 182817 | 69138 | 5852008 | 5852008 | 5659577 |
Largest Losing Trade | -29875 | -18263 | -29875 | -5117593 | -2176517 | -5117593 |
Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
Avg Bars in Winners | 52 | 48 | 54 | 52 | 48 | 54 |
Avg Bars in Losers | 29 | 26 | 34 | 29 | 26 | 34 |
Bars Traded | 6921 | 3095 | 3826 | 6921 | 3095 | 3826 |
Profit Streak | 0 | 0 | 25.7179 | 0 | 0 | 25.7179 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480548 | 393424 | -68966 | 304336 | -13500 | 325492 |
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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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