Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967375.255 | 800563.816 | 166811.439 | 2732630.177 | 4443737.302 | -1711107.125 |
Total P&L (%) | 967.3753 | 800.5638 | 166.8114 | 2732.6302 | 4443.7373 | -1711.1071 |
Avg Daily Profit (%) | 0.4066 | 0.3365 | 0.0701 | 0.1406 | 0.1605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177228 | -116142 | -128001 | -35975078 | -23899089 | -27040567 |
Profit Factor | 2.1887 | 2.9033 | 1.4242 | 1.0245 | 1.0764 | 0.9678 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 46.729 | 42.5926 | 50.9434 | 46.729 | 42.5926 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.4951 | 3.9132 | 1.3715 | 1.168 | 1.4508 | 0.932 |
Largest Winning Trade | 291495 | 291495 | 71917 | 15224755 | 11345776 | 15224755 |
Largest Losing Trade | -38356 | -38356 | -33661 | -11827313 | -11827313 | -8476581 |
Avg Bars in Trades | 129 | 94 | 166 | 129 | 94 | 166 |
Avg Bars in Winners | 199 | 155 | 237 | 199 | 155 | 237 |
Avg Bars in Losers | 68 | 48 | 92 | 68 | 48 | 92 |
Bars Traded | 13902 | 5083 | 8819 | 13902 | 5083 | 8819 |
Profit Streak | 0 | 0 | 10.1138 | 0 | 0 | 10.1138 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467294 | -168188 | -277751 | -199377 | -311709 | -760050 |
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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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