Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461033.5482 | 1243564.6137 | 217468.9345 | 8079281.1063 | 14814858.9313 | -6735577.825 |
Total P&L (%) | 1461.0335 | 1243.5646 | 217.4689 | 8079.2811 | 14814.8589 | -6735.5778 |
Avg Daily Profit (%) | 0.6137 | 0.5224 | 0.0913 | 0.1852 | 0.2105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209521 | -80855 | -151875 | -65769650 | -38797614 | -42055888 |
Profit Factor | 1.9912 | 2.7724 | 1.2816 | 1.0307 | 1.1112 | 0.9482 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 164 | 76 | 88 | 164 | 76 | 88 |
Losing Trades | 167 | 89 | 78 | 167 | 89 | 78 |
Profitability (%) | 49.5468 | 46.0606 | 53.012 | 49.5468 | 46.0606 | 53.012 |
Ratio Avg Win / Avg Loss | 2.0276 | 3.2466 | 1.1359 | 1.0495 | 1.3013 | 0.8405 |
Largest Winning Trade | 814279 | 814279 | 62327 | 18778503 | 18778503 | 11414977 |
Largest Losing Trade | -61130 | -37986 | -61130 | -15292028 | -15275676 | -15292028 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 7000 | 3947 | 3053 | 7000 | 3947 | 3053 |
Profit Streak | 7.3662 | 0 | 11.0329 | 7.3662 | 0 | 11.0329 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 643304 | 544979 | -69414 | -176339 | -90972 | -579154 |
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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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