Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018847.2511 | 788591.4751 | 230255.7759 | 9247204.7714 | 1750779.9525 | 7496424.8188 |
Total P&L (%) | 1018.8473 | 788.5915 | 230.2558 | 9247.2048 | 1750.78 | 7496.4248 |
Avg Daily Profit (%) | 0.4272 | 0.3306 | 0.0965 | 0.1904 | 0.1224 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134575 | -69314 | -111798 | -43086362 | -31239752 | -37291092 |
Profit Factor | 2.2999 | 2.8678 | 1.6368 | 1.0645 | 1.0247 | 1.1035 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 54.7009 | 57.6271 | 51.7241 | 54.7009 | 57.6271 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.9046 | 2.1086 | 1.5277 | 0.8816 | 0.7534 | 1.03 |
Largest Winning Trade | 184479 | 184479 | 64805 | 15365059 | 15365059 | 12985575 |
Largest Losing Trade | -43339 | -43339 | -34984 | -14817605 | -14817605 | -13147186 |
Avg Bars in Trades | 116 | 78 | 155 | 116 | 78 | 155 |
Avg Bars in Winners | 137 | 73 | 210 | 137 | 73 | 210 |
Avg Bars in Losers | 90 | 83 | 96 | 90 | 83 | 96 |
Bars Traded | 13632 | 4613 | 9019 | 13632 | 4613 | 9019 |
Profit Streak | 46.0228 | 63.3561 | 0 | 46.0228 | 63.3561 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570081 | -160503 | -240824 | -141779 | -399327 | -278575 |
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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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