Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882841.4745 | 639135.6062 | 243705.8683 | 4624309.0114 | 8528929.5633 | -3904620.5519 |
Total P&L (%) | 882.8415 | 639.1356 | 243.7059 | 4624.309 | 8528.9296 | -3904.6206 |
Avg Daily Profit (%) | 0.4072 | 0.2948 | 0.1124 | 0.178 | 0.2058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218917 | -179828 | -79900 | -38775574 | -24893317 | -14204850 |
Profit Factor | 1.9277 | 2.2012 | 1.5808 | 1.0677 | 1.2142 | 0.8629 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 104 | 45 | 59 | 104 | 45 | 59 |
Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
Profitability (%) | 53.0612 | 45.9184 | 60.2041 | 53.0612 | 45.9184 | 60.2041 |
Ratio Avg Win / Avg Loss | 1.7053 | 2.5925 | 1.045 | 0.9445 | 1.4301 | 0.5704 |
Largest Winning Trade | 261010 | 261010 | 62516 | 13365309 | 13365309 | 3043495 |
Largest Losing Trade | -60017 | -43525 | -60017 | -13712620 | -13712620 | -3961497 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 23 | 32 | 16 | 23 | 32 | 16 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 4207 | 2625 | 1582 | 4207 | 2625 | 1582 |
Profit Streak | 0 | 0 | 120.2857 | 0 | 0 | 120.2857 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546130 | 411631 | -38431 | -138161 | 217611 | -578083 |
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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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