Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738211.4379 | 572402.0928 | 165809.3452 | -10972612.1072 | -271068.0703 | -10701544.0369 |
Total P&L (%) | 738.2114 | 572.4021 | 165.8093 | -10972.6121 | -271.0681 | -10701.544 |
Avg Daily Profit (%) | 0.3809 | 0.2954 | 0.0856 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163680 | -70483 | -164716 | -14710184 | -7042287 | -13045904 |
Profit Factor | 1.7245 | 2.112 | 1.3289 | 0.8161 | 0.991 | 0.6381 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 106 | 47 | 59 | 101 | 57 | 44 |
Losing Trades | 87 | 50 | 37 | 92 | 40 | 52 |
Profitability (%) | 54.9223 | 48.4536 | 61.4583 | 52.3316 | 58.7629 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.4154 | 2.2468 | 0.8333 | 0.7434 | 0.6954 | 0.7541 |
Largest Winning Trade | 202796 | 202796 | 60609 | 3459574 | 3459574 | 3416388 |
Largest Losing Trade | -163680 | -34053 | -163680 | -5420662 | -5420662 | -2359942 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 17 | 16 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 19 | 20 | 18 | 18 | 19 | 18 |
Bars Traded | 3592 | 1808 | 1785 | 3592 | 1808 | 1785 |
Profit Streak | 27.5842 | 84.5842 | 0 | 0 | 0 | 38.5842 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511509 | 491741 | -78671 | -579187 | -579659 | -581872 |
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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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