Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721657.2941 | 448823.1941 | 272834.1 | 2871742.3205 | -1358.4436 | 2873100.7641 |
Total P&L (%) | 721.6573 | 448.8232 | 272.8341 | 2871.7423 | -1.3584 | 2873.1008 |
Avg Daily Profit (%) | 0.3999 | 0.2487 | 0.1512 | 0.1881 | -0.0008 | 0.1882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78705 | -101463 | -41888 | -2014471 | -1918355 | -840962 |
Profit Factor | 2.1625 | 2.2623 | 2.0287 | 1.2296 | 0.9998 | 1.5478 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 41.129 | 30.6452 | 51.6129 | 41.129 | 30.6452 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.0953 | 5.1199 | 1.9019 | 1.7601 | 2.2627 | 1.4511 |
Largest Winning Trade | 333393 | 333393 | 61645 | 1554645 | 1554645 | 829825 |
Largest Losing Trade | -29023 | -29023 | -28502 | -679397 | -473684 | -679397 |
Avg Bars in Trades | 171 | 158 | 184 | 171 | 158 | 184 |
Avg Bars in Winners | 271 | 280 | 266 | 271 | 280 | 266 |
Avg Bars in Losers | 101 | 104 | 97 | 101 | 104 | 97 |
Bars Traded | 21256 | 9829 | 11427 | 21256 | 9829 | 11427 |
Profit Streak | 0 | 0 | 139.868 | 0 | 0 | 139.868 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386615 | -149641 | -141528 | 200892 | -739985 | -143053 |
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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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