Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952187.3849 | 877801.7643 | 74385.6206 | -1105928.9491 | 13893395.3932 | -14999324.3423 |
Total P&L (%) | 952.1874 | 877.8018 | 74.3856 | -1105.9289 | 13893.3954 | -14999.3243 |
Avg Daily Profit (%) | 0.4126 | 0.3804 | 0.0322 | 0 | 0.2143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192936 | -89034 | -163019 | -16313725 | -1714474 | -16338544 |
Profit Factor | 2.3042 | 4.1003 | 1.1664 | 0.9568 | 4.0112 | 0.2857 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 52 | 26 | 26 | 51 | 26 | 25 |
Losing Trades | 35 | 18 | 17 | 36 | 18 | 18 |
Profitability (%) | 59.7701 | 59.0909 | 60.4651 | 58.6207 | 59.0909 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.5509 | 2.8387 | 0.7627 | 0.6754 | 2.777 | 0.2057 |
Largest Winning Trade | 297641 | 297641 | 81331 | 5626126 | 5626126 | 827892 |
Largest Losing Trade | -133639 | -37130 | -133639 | -14356301 | -663884 | -14356301 |
Avg Bars in Trades | 95 | 71 | 121 | 95 | 71 | 121 |
Avg Bars in Winners | 104 | 72 | 136 | 103 | 76 | 131 |
Avg Bars in Losers | 82 | 68 | 97 | 84 | 63 | 106 |
Bars Traded | 8329 | 3124 | 5204 | 8329 | 3124 | 5204 |
Profit Streak | 0 | 0 | 0 | 149.4639 | 150.2139 | 149.4639 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566678 | 646252 | -187540 | -578076 | 627480 | -579098 |
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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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