Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848580.385 | 687007.7511 | 161572.634 | 2519889.7044 | 636106.2076 | 1883783.4968 |
Total P&L (%) | 848.5804 | 687.0078 | 161.5726 | 2519.8897 | 636.1062 | 1883.7835 |
Avg Daily Profit (%) | 0.4511 | 0.3652 | 0.0859 | 0.1737 | 0.1062 | 0.1589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68181 | -63426 | -56603 | -2521240 | -2156545 | -928429 |
Profit Factor | 2.1571 | 2.6189 | 1.5229 | 1.2008 | 1.085 | 1.3717 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 160 | 85 | 75 | 160 | 85 | 75 |
Profitability (%) | 35.743 | 32 | 39.5161 | 35.743 | 32 | 39.5161 |
Ratio Avg Win / Avg Loss | 3.8779 | 5.5652 | 2.3309 | 2.1587 | 2.3057 | 2.0996 |
Largest Winning Trade | 531306 | 531306 | 41781 | 2258571 | 2258571 | 630684 |
Largest Losing Trade | -21341 | -19690 | -21341 | -571444 | -571444 | -559473 |
Avg Bars in Trades | 22 | 22 | 21 | 22 | 22 | 21 |
Avg Bars in Winners | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5564 | 2864 | 2700 | 5564 | 2864 | 2700 |
Profit Streak | 11.6503 | 12.6503 | 0 | 11.6503 | 12.6503 | 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 | 394287 | 292071 | -79764 | 182430 | -183062 | 190648 |
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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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