Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852248.358 | 637354.358 | 214894 | 1811063.2506 | 1552583.9669 | 258479.2836 |
Total P&L (%) | 852.2484 | 637.3544 | 214.894 | 1811.0633 | 1552.584 | 258.4793 |
Avg Daily Profit (%) | 0.5788 | 0.4329 | 0.1459 | 0.2006 | 0.1907 | 0.0867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173651 | -124564 | -83574 | -11782873 | -9412835 | -6180023 |
Profit Factor | 2.0762 | 2.503 | 1.5842 | 1.0513 | 1.0833 | 1.0155 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 73 | 24 | 49 | 73 | 24 | 49 |
Losing Trades | 129 | 77 | 52 | 129 | 77 | 52 |
Profitability (%) | 36.1386 | 23.7624 | 48.5149 | 36.1386 | 23.7624 | 48.5149 |
Ratio Avg Win / Avg Loss | 3.6689 | 8.0304 | 1.6812 | 1.8577 | 3.4755 | 1.0777 |
Largest Winning Trade | 412469 | 412469 | 67352 | 6607776 | 6607776 | 2424716 |
Largest Losing Trade | -27379 | -19509 | -27379 | -2995497 | -1563035 | -2995497 |
Avg Bars in Trades | 86 | 66 | 106 | 86 | 66 | 106 |
Avg Bars in Winners | 165 | 156 | 169 | 165 | 156 | 169 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 17497 | 6709 | 10788 | 17497 | 6709 | 10788 |
Profit Streak | 0 | 0 | 9.7167 | 0 | 0 | 9.7167 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392027 | -20755 | 162797 | -159300 | -155424 | -280816 |
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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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