Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221054.6228 | 924675.304 | 296379.3188 | -1465807.8545 | -9943198.5069 | 8477390.6524 |
Total P&L (%) | 1221.0546 | 924.6753 | 296.3793 | -1465.8079 | -9943.1985 | 8477.3907 |
Avg Daily Profit (%) | 0.5339 | 0.4043 | 0.1296 | 0 | 0 | 0.1948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206621 | -121532 | -113115 | -58228350 | -38599854 | -28811251 |
Profit Factor | 2.704 | 3.5036 | 1.8535 | 0.9876 | 0.8433 | 1.1558 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 71 | 33 | 38 | 79 | 38 | 41 |
Losing Trades | 88 | 46 | 42 | 80 | 41 | 39 |
Profitability (%) | 44.6541 | 41.7722 | 47.5 | 49.6855 | 48.1013 | 51.25 |
Ratio Avg Win / Avg Loss | 3.3515 | 4.8838 | 2.0486 | 1.0001 | 0.9098 | 1.0994 |
Largest Winning Trade | 528890 | 528890 | 63858 | 15183214 | 11428834 | 15183214 |
Largest Losing Trade | -103327 | -36327 | -103327 | -22800706 | -10539419 | -22800706 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 37 | 33 | 40 | 35 | 29 | 40 |
Avg Bars in Losers | 21 | 20 | 23 | 22 | 22 | 22 |
Bars Traded | 4560 | 2050 | 2510 | 4560 | 2050 | 2510 |
Profit Streak | 0 | 12.397 | 0 | 9.897 | 0 | 12.897 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542966 | -12781 | -36928 | -577458 | -608196 | -59386 |
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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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