Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591728.7877 | 369424.9926 | 222303.7951 | 1255823.9732 | 2135281.5875 | -879457.6143 |
Total P&L (%) | 591.7288 | 369.425 | 222.3038 | 1255.824 | 2135.2816 | -879.4576 |
Avg Daily Profit (%) | 0.4015 | 0.2507 | 0.1509 | 0.1771 | 0.2111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156753 | -95713 | -100380 | -7797675 | -4709197 | -4533811 |
Profit Factor | 2.1586 | 2.3742 | 1.919 | 1.0717 | 1.2663 | 0.9073 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 43.3735 | 40.4762 | 46.3415 | 43.3735 | 40.4762 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.8182 | 3.4915 | 2.222 | 1.3992 | 1.8621 | 1.0506 |
Largest Winning Trade | 173084 | 173084 | 67604 | 4240690 | 4240690 | 1725690 |
Largest Losing Trade | -46398 | -46398 | -35601 | -2837656 | -1716962 | -2837656 |
Avg Bars in Trades | 50 | 37 | 63 | 50 | 37 | 63 |
Avg Bars in Winners | 85 | 48 | 118 | 85 | 48 | 118 |
Avg Bars in Losers | 23 | 30 | 16 | 23 | 30 | 16 |
Bars Traded | 4193 | 1578 | 2615 | 4193 | 1578 | 2615 |
Profit Streak | 0 | 0 | 139.0848 | 0 | 0 | 139.0848 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360434 | 320988 | 375074 | -137647 | 196580 | -579537 |
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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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