Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702747.3597 | 426217.6702 | 276529.6895 | 8551262.5313 | 10107863.1883 | -1556600.657 |
Total P&L (%) | 702.7474 | 426.2177 | 276.5297 | 8551.2625 | 10107.8632 | -1556.6007 |
Avg Daily Profit (%) | 0.4163 | 0.2525 | 0.1638 | 0.2646 | 0.2744 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113892 | -53524 | -89654 | -21158449 | -4937577 | -16607155 |
Profit Factor | 2.3792 | 2.6109 | 2.1289 | 1.2614 | 1.8298 | 0.9242 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 44.3662 | 39.4366 | 49.2958 | 44.3662 | 39.4366 | 49.2958 |
Ratio Avg Win / Avg Loss | 2.9834 | 4.0096 | 2.1897 | 1.5818 | 2.81 | 0.9506 |
Largest Winning Trade | 191730 | 191730 | 52606 | 4994242 | 4967619 | 4994242 |
Largest Losing Trade | -24218 | -19009 | -24218 | -2952760 | -1372184 | -2952760 |
Avg Bars in Trades | 140 | 117 | 164 | 140 | 117 | 164 |
Avg Bars in Winners | 238 | 210 | 260 | 238 | 210 | 260 |
Avg Bars in Losers | 63 | 56 | 70 | 63 | 56 | 70 |
Bars Traded | 20012 | 8349 | 11663 | 20012 | 8349 | 11663 |
Profit Streak | 0 | 18.5305 | 0 | 0 | 18.5305 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453714 | -77455 | -75871 | 278409 | -78358 | -668009 |
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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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