Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082632.3691 | 821107.9671 | 261524.402 | 14088732.9642 | -1540617.034 | 15629349.9983 |
Total P&L (%) | 1082.6324 | 821.108 | 261.5244 | 14088.733 | -1540.617 | 15629.35 |
Avg Daily Profit (%) | 0.4573 | 0.3468 | 0.1105 | 0.2095 | 0 | 0.2139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110483 | -55413 | -129629 | -18561727 | -11640627 | -9196817 |
Profit Factor | 2.0315 | 3.0265 | 1.4059 | 1.2837 | 0.9312 | 1.573 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 129 | 58 | 71 | 129 | 58 | 71 |
Losing Trades | 164 | 89 | 75 | 164 | 89 | 75 |
Profitability (%) | 44.0273 | 39.4558 | 48.6301 | 44.0273 | 39.4558 | 48.6301 |
Ratio Avg Win / Avg Loss | 2.5827 | 4.6441 | 1.4851 | 1.632 | 1.4289 | 1.6616 |
Largest Winning Trade | 398949 | 398949 | 68418 | 7090119 | 6271203 | 7090119 |
Largest Losing Trade | -45619 | -18456 | -45619 | -3748049 | -3748049 | -3361523 |
Avg Bars in Trades | 15 | 10 | 20 | 15 | 10 | 20 |
Avg Bars in Winners | 27 | 18 | 33 | 27 | 18 | 33 |
Avg Bars in Losers | 7 | 5 | 8 | 7 | 5 | 8 |
Bars Traded | 4633 | 1594 | 3039 | 4633 | 1594 | 3039 |
Profit Streak | 19.8525 | 19.8525 | 22.8525 | 19.8525 | 19.8525 | 22.8525 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527408 | 419121 | -44665 | 351610 | -582542 | 401196 |
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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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