Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901671.7914 | 611916.9103 | 289754.881 | 17516411.5642 | -1699380.2185 | 19215791.7827 |
Total P&L (%) | 901.6718 | 611.9169 | 289.7549 | 17516.4116 | -1699.3802 | 19215.7918 |
Avg Daily Profit (%) | 0.4742 | 0.3218 | 0.1524 | 0.2724 | 0 | 0.2772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72517 | -62341 | -88429 | -13673718 | -14320437 | -7204460 |
Profit Factor | 2.237 | 2.6735 | 1.7977 | 1.2697 | 0.9566 | 1.7459 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 46.3687 | 46.6667 | 46.0674 | 46.3687 | 46.6667 | 46.0674 |
Ratio Avg Win / Avg Loss | 2.5874 | 3.0554 | 2.1046 | 1.4686 | 1.0933 | 2.044 |
Largest Winning Trade | 203295 | 203295 | 63291 | 11248504 | 11248504 | 8324531 |
Largest Losing Trade | -38842 | -31871 | -38842 | -8241110 | -8241110 | -4647440 |
Avg Bars in Trades | 61 | 43 | 79 | 61 | 43 | 79 |
Avg Bars in Winners | 94 | 55 | 134 | 94 | 55 | 134 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 11072 | 3953 | 7119 | 11072 | 3953 | 7119 |
Profit Streak | 0 | 0 | 563.4947 | 0 | 0 | 563.4947 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509925 | 452485 | 350543 | 290884 | -580721 | 400354 |
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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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