Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689227.4453 | 588115.1039 | 101112.3414 | 362981.9902 | 3561137.6951 | -3198155.7049 |
Total P&L (%) | 689.2274 | 588.1151 | 101.1123 | 362.982 | 3561.1377 | -3198.1557 |
Avg Daily Profit (%) | 0.2886 | 0.2462 | 0.0423 | 0.0642 | 0.1509 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163941 | -86392 | -118444 | -5886677 | -2717967 | -4493646 |
Profit Factor | 1.5772 | 2.1377 | 1.1493 | 1.0181 | 1.4764 | 0.7449 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 54.1436 | 57.1429 | 51.1111 | 54.1436 | 57.1429 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.3358 | 1.6033 | 1.0993 | 0.8623 | 1.1073 | 0.7126 |
Largest Winning Trade | 111359 | 111359 | 71012 | 2117967 | 2117967 | 1232714 |
Largest Losing Trade | -71647 | -54796 | -71647 | -4493646 | -880650 | -4493646 |
Avg Bars in Trades | 76 | 53 | 99 | 76 | 53 | 99 |
Avg Bars in Winners | 80 | 44 | 120 | 80 | 44 | 120 |
Avg Bars in Losers | 71 | 64 | 78 | 71 | 64 | 78 |
Bars Traded | 13819 | 4828 | 8991 | 13819 | 4828 | 8991 |
Profit Streak | 0 | 0 | 50.325 | 0 | 0 | 50.325 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434063 | 472095 | -192266 | -307987 | 338206 | -580383 |
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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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