Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1802353.5361 | 1751070.908 | 51282.6281 | 283409.5469 | 681386.6936 | -397977.1467 |
Total P&L (%) | 1802.3535 | 1751.0709 | 51.2826 | 283.4095 | 681.3867 | -397.9771 |
Avg Daily Profit (%) | 0.7806 | 0.7584 | 0.0222 | 0.0582 | 0.0891 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157852 | -120837 | -110025 | -1084122 | -834808 | -914688 |
Profit Factor | 2.9121 | 4.5682 | 1.1135 | 1.0658 | 1.3011 | 0.8056 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 43.5583 | 37.8049 | 49.3827 | 43.5583 | 37.8049 | 49.3827 |
Ratio Avg Win / Avg Loss | 3.7734 | 7.5155 | 1.1413 | 1.381 | 2.1405 | 0.8257 |
Largest Winning Trade | 1568029 | 1568029 | 79591 | 1245030 | 1245030 | 361048 |
Largest Losing Trade | -64814 | -46956 | -64814 | -735640 | -189856 | -735640 |
Avg Bars in Trades | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Winners | 64 | 61 | 66 | 64 | 61 | 66 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 6709 | 3031 | 3678 | 6709 | 3031 | 3678 |
Profit Streak | 0 | 0 | 11.6547 | 0 | 0 | 11.6547 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608732 | 399159 | -271694 | -265027 | -81618 | -592346 |
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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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