Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628753.5184 | 440722.0737 | 188031.4446 | -5275822.3233 | -2382721.6173 | -2893100.706 |
Total P&L (%) | 628.7535 | 440.7221 | 188.0314 | -5275.8223 | -2382.7216 | -2893.1007 |
Avg Daily Profit (%) | 0.427 | 0.2993 | 0.1277 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156033 | -68953 | -147972 | -6727412 | -2891694 | -4453322 |
Profit Factor | 2.2696 | 3.4687 | 1.5937 | 0.525 | 0.5082 | 0.538 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 48 | 16 | 32 | 46 | 23 | 23 |
Losing Trades | 49 | 32 | 17 | 51 | 25 | 26 |
Profitability (%) | 49.4845 | 33.3333 | 65.3061 | 47.4227 | 47.9167 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.3168 | 6.9373 | 0.8466 | 0.582 | 0.5524 | 0.6081 |
Largest Winning Trade | 277144 | 277144 | 66883 | 1363084 | 505671 | 1363084 |
Largest Losing Trade | -147972 | -17765 | -147972 | -1488590 | -1476055 | -1488590 |
Avg Bars in Trades | 88 | 79 | 97 | 88 | 79 | 97 |
Avg Bars in Winners | 112 | 132 | 103 | 86 | 62 | 109 |
Avg Bars in Losers | 64 | 52 | 87 | 90 | 95 | 86 |
Bars Traded | 8590 | 3804 | 4786 | 8590 | 3804 | 4786 |
Profit Streak | 5.5452 | 0 | 70.2119 | 0 | 13.3785 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542228 | 313615 | -18876 | -581521 | -580895 | -581872 |
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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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