Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251801.173 | 1138935.1472 | 112866.0259 | 514877.5967 | 1173614.722 | -658737.1252 |
Total P&L (%) | 1251.8012 | 1138.9351 | 112.866 | 514.8776 | 1173.6147 | -658.7371 |
Avg Daily Profit (%) | 0.527 | 0.4795 | 0.0475 | 0.0765 | 0.1072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137326 | -103866 | -89214 | -4415439 | -4389110 | -2512308 |
Profit Factor | 2.2995 | 3.2154 | 1.2513 | 1.0244 | 1.1026 | 0.9316 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 43.6364 | 38.5542 | 48.7805 | 43.6364 | 38.5542 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.9702 | 5.1246 | 1.3138 | 1.3232 | 1.7573 | 0.9782 |
Largest Winning Trade | 795192 | 795192 | 65859 | 3238685 | 3238685 | 1689515 |
Largest Losing Trade | -44525 | -44525 | -39725 | -1127555 | -1127555 | -822112 |
Avg Bars in Trades | 56 | 48 | 63 | 56 | 48 | 63 |
Avg Bars in Winners | 96 | 91 | 100 | 96 | 91 | 100 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 9270 | 4029 | 5241 | 9270 | 4029 | 5241 |
Profit Streak | 0 | 0 | 17.8951 | 0 | 0 | 17.8951 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489607 | 424400 | -134036 | -285651 | -160788 | -585144 |
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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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