Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070239.776 | 912094.0623 | 158145.7137 | 3246965.6696 | -2090927.2324 | 5337892.902 |
Total P&L (%) | 1070.2398 | 912.0941 | 158.1457 | 3246.9657 | -2090.9272 | 5337.8929 |
Avg Daily Profit (%) | 0.5501 | 0.4688 | 0.0813 | 0.1806 | 0 | 0.2056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97741 | -75874 | -87542 | -5814178 | -5132655 | -3677196 |
Profit Factor | 2.623 | 3.7885 | 1.4759 | 1.1539 | 0.8302 | 1.6076 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 34.4 | 27.4194 | 41.2698 | 34.4 | 27.4194 | 41.2698 |
Ratio Avg Win / Avg Loss | 5.0021 | 10.0283 | 2.1003 | 2.2005 | 2.1976 | 2.2878 |
Largest Winning Trade | 644760 | 644760 | 50938 | 3589714 | 3589714 | 2190061 |
Largest Losing Trade | -37285 | -18269 | -37285 | -1446696 | -1446696 | -1240750 |
Avg Bars in Trades | 184 | 156 | 212 | 184 | 156 | 212 |
Avg Bars in Winners | 386 | 382 | 389 | 386 | 382 | 389 |
Avg Bars in Losers | 78 | 70 | 88 | 78 | 70 | 88 |
Bars Traded | 23094 | 9702 | 13392 | 23094 | 9702 | 13392 |
Profit Streak | 24.678 | 0 | 40.178 | 24.678 | 0 | 40.178 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390268 | -156368 | -231966 | -47446 | -751610 | -138676 |
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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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