Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175666.0236 | 968443.3305 | 207222.6931 | 308750.1214 | 2048867.2775 | -1740117.1561 |
Total P&L (%) | 1175.666 | 968.4433 | 207.2227 | 308.7501 | 2048.8673 | -1740.1172 |
Avg Daily Profit (%) | 0.4929 | 0.406 | 0.0869 | 0.059 | 0.1287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145828 | -117700 | -164029 | -7635275 | -3236257 | -7461442 |
Profit Factor | 2.0467 | 2.7462 | 1.3644 | 1.016 | 1.2749 | 0.8529 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 67.2727 | 62.1951 | 72.2892 | 67.2727 | 62.1951 | 72.2892 |
Ratio Avg Win / Avg Loss | 0.9957 | 1.6692 | 0.523 | 0.4943 | 0.7749 | 0.327 |
Largest Winning Trade | 187352 | 187352 | 36110 | 1436830 | 1246906 | 1436830 |
Largest Losing Trade | -89022 | -63308 | -89022 | -6050608 | -1680427 | -6050608 |
Avg Bars in Trades | 84 | 102 | 66 | 84 | 102 | 66 |
Avg Bars in Winners | 62 | 73 | 53 | 62 | 73 | 53 |
Avg Bars in Losers | 129 | 149 | 101 | 129 | 149 | 101 |
Bars Traded | 13912 | 8371 | 5541 | 13912 | 8371 | 5541 |
Profit Streak | 51.6893 | 51.6893 | 73.6893 | 51.6893 | 51.6893 | 73.6893 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588887 | 498649 | -73896 | -313959 | -23725 | -576519 |
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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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