Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060726.639 | 944733.5567 | 115993.0824 | 596222.3156 | -1736754.9021 | 2332977.2177 |
Total P&L (%) | 1060.7266 | 944.7336 | 115.9931 | 596.2223 | -1736.7549 | 2332.9772 |
Avg Daily Profit (%) | 0.448 | 0.399 | 0.049 | 0.082 | 0 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154454 | -184291 | -61366 | -7649559 | -7751511 | -1467076 |
Profit Factor | 3.0798 | 4.5261 | 1.4791 | 1.0385 | 0.8233 | 1.4127 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 53.6585 | 46.3415 | 60.9756 | 53.6585 | 46.3415 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.6598 | 5.2407 | 0.9466 | 0.8969 | 0.9533 | 0.9041 |
Largest Winning Trade | 958758 | 958758 | 56631 | 2900625 | 2900625 | 1559774 |
Largest Losing Trade | -53035 | -53035 | -36983 | -4404958 | -4404958 | -1069482 |
Avg Bars in Trades | 83 | 108 | 58 | 83 | 108 | 58 |
Avg Bars in Winners | 106 | 147 | 75 | 106 | 147 | 75 |
Avg Bars in Losers | 56 | 74 | 32 | 56 | 74 | 32 |
Bars Traded | 6838 | 4434 | 2404 | 6838 | 4434 | 2404 |
Profit Streak | 0 | 0 | 85.9212 | 0 | 0 | 85.9212 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278572 | 568767 | -125957 | -271197 | -582165 | -11408 |
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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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