Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908767.754 | 680950.8236 | 227816.9304 | 7273385.1028 | -3164391.4028 | 10437776.5056 |
Total P&L (%) | 908.7678 | 680.9508 | 227.8169 | 7273.3851 | -3164.3914 | 10437.7765 |
Avg Daily Profit (%) | 0.4363 | 0.3269 | 0.1094 | 0.2067 | 0 | 0.2239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133694 | -85016 | -127819 | -10805801 | -10239355 | -3624493 |
Profit Factor | 2.3759 | 3.0344 | 1.6993 | 1.3078 | 0.7989 | 2.3214 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 42.8571 | 38.0952 | 47.619 | 42.8571 | 38.0952 | 47.619 |
Ratio Avg Win / Avg Loss | 3.1678 | 4.9309 | 1.8692 | 1.7437 | 1.2981 | 2.5536 |
Largest Winning Trade | 375766 | 375766 | 67306 | 6040574 | 6040574 | 4277606 |
Largest Losing Trade | -33912 | -23195 | -33912 | -2802537 | -2802537 | -2749520 |
Avg Bars in Trades | 194 | 160 | 227 | 194 | 160 | 227 |
Avg Bars in Winners | 330 | 292 | 361 | 330 | 292 | 361 |
Avg Bars in Losers | 91 | 78 | 106 | 91 | 78 | 106 |
Bars Traded | 24455 | 10092 | 14363 | 24455 | 10092 | 14363 |
Profit Streak | 0 | 0 | 137.0145 | 0 | 0 | 137.0145 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437015 | -136668 | -190009 | 248174 | -730699 | -133592 |
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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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