Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654986.9525 | 499694.4968 | 155292.4558 | 2531383.0694 | -470222.5264 | 3001605.5958 |
Total P&L (%) | 654.987 | 499.6945 | 155.2925 | 2531.3831 | -470.2225 | 3001.6056 |
Avg Daily Profit (%) | 0.3313 | 0.2528 | 0.0786 | 0.1655 | 0 | 0.1739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112261 | -58087 | -158661 | -3815820 | -2818712 | -3226856 |
Profit Factor | 1.8218 | 2.1986 | 1.4086 | 1.215 | 0.9257 | 1.551 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 55.1136 | 54.5455 | 55.6818 | 55.1136 | 54.5455 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.4838 | 1.8321 | 1.1211 | 0.9895 | 0.7714 | 1.2345 |
Largest Winning Trade | 109007 | 109007 | 80000 | 1886665 | 938211 | 1886665 |
Largest Losing Trade | -46845 | -46845 | -35333 | -1162609 | -967296 | -1162609 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 39 | 26 | 53 | 39 | 26 | 53 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 5730 | 2108 | 3622 | 5730 | 2108 | 3622 |
Profit Streak | 0 | 0 | 548.6305 | 0 | 0 | 548.6305 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471239 | 460924 | -85948 | 260117 | -580229 | 389135 |
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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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