Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634603.8927 | 515557.77 | 119046.1227 | 752771.6266 | 1716215.9758 | -963444.3492 |
Total P&L (%) | 634.6039 | 515.5578 | 119.0461 | 752.7716 | 1716.216 | -963.4443 |
Avg Daily Profit (%) | 0.3212 | 0.2609 | 0.0602 | 0.1085 | 0.1468 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202429 | -153477 | -100773 | -7423164 | -5499344 | -4079521 |
Profit Factor | 1.8578 | 2.4666 | 1.3066 | 1.0335 | 1.1648 | 0.9202 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 47.7419 | 42.3077 | 53.2468 | 47.7419 | 42.3077 | 53.2468 |
Ratio Avg Win / Avg Loss | 2.0336 | 3.3635 | 1.1473 | 1.1312 | 1.5884 | 0.808 |
Largest Winning Trade | 186036 | 186036 | 63403 | 3004928 | 2701991 | 3004928 |
Largest Losing Trade | -69587 | -43801 | -69587 | -3503002 | -3392150 | -3503002 |
Avg Bars in Trades | 74 | 64 | 85 | 74 | 64 | 85 |
Avg Bars in Winners | 110 | 101 | 117 | 110 | 101 | 117 |
Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
Bars Traded | 11550 | 5002 | 6548 | 11550 | 5002 | 6548 |
Profit Streak | 0 | 0 | 673.9174 | 0 | 0 | 673.9174 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451195 | -24190 | -152543 | -231464 | -72150 | -620967 |
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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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