Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928011.5674 | 714073.584 | 213937.9834 | 1068694.9403 | 1597534.7273 | -528839.7871 |
Total P&L (%) | 928.0116 | 714.0736 | 213.938 | 1068.6949 | 1597.5347 | -528.8398 |
Avg Daily Profit (%) | 0.6302 | 0.4849 | 0.1453 | 0.1671 | 0.1925 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141002 | -157685 | -91983 | -6033369 | -2326991 | -5090010 |
Profit Factor | 2.0511 | 2.3361 | 1.6139 | 1.0574 | 1.1684 | 0.942 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 48.4694 | 42.8571 | 54.0816 | 48.4694 | 42.8571 | 54.0816 |
Ratio Avg Win / Avg Loss | 2.1806 | 3.1148 | 1.3703 | 1.1242 | 1.5578 | 0.7998 |
Largest Winning Trade | 465278 | 465278 | 39153 | 3320895 | 3320895 | 700147 |
Largest Losing Trade | -65256 | -40166 | -65256 | -4343926 | -842948 | -4343926 |
Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 24 | 31 | 15 | 24 | 31 | 15 |
Bars Traded | 5649 | 3219 | 2430 | 5649 | 3219 | 2430 |
Profit Streak | 0 | 0 | 16.01 | 0 | 0 | 16.01 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587605 | 426650 | 142138 | -148870 | -29320 | -579686 |
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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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