Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823596.402 | 662193.4 | 161403.002 | 923611.1707 | 1333403.5704 | -409792.3997 |
Total P&L (%) | 823.5964 | 662.1934 | 161.403 | 923.6112 | 1333.4036 | -409.7924 |
Avg Daily Profit (%) | 0.346 | 0.2782 | 0.0678 | 0.0978 | 0.1119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171368 | -116951 | -106861 | -4792708 | -3374431 | -4036557 |
Profit Factor | 1.627 | 2.0662 | 1.2331 | 1.0389 | 1.1134 | 0.9658 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 59.4714 | 57.8947 | 61.0619 | 59.4714 | 57.8947 | 61.0619 |
Ratio Avg Win / Avg Loss | 1.1088 | 1.5027 | 0.7863 | 0.708 | 0.8098 | 0.6159 |
Largest Winning Trade | 91188 | 91188 | 67664 | 1947292 | 1947292 | 1548328 |
Largest Losing Trade | -83369 | -48444 | -83369 | -2812844 | -1556497 | -2812844 |
Avg Bars in Trades | 61 | 46 | 76 | 61 | 46 | 76 |
Avg Bars in Winners | 58 | 42 | 73 | 58 | 42 | 73 |
Avg Bars in Losers | 65 | 51 | 80 | 65 | 51 | 80 |
Bars Traded | 13898 | 5271 | 8627 | 13898 | 5271 | 8627 |
Profit Streak | 0 | 0 | 40.0332 | 0 | 0 | 40.0332 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492143 | 482632 | -101781 | -239030 | -139825 | -578170 |
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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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