Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126814.9055 | 1055502.9325 | 71311.973 | 92484.1584 | -843164.9984 | 935649.1568 |
Total P&L (%) | 1126.8149 | 1055.5029 | 71.312 | 92.4842 | -843.165 | 935.6492 |
Avg Daily Profit (%) | 0.6102 | 0.5716 | 0.0386 | 0.0355 | 0 | 0.1267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143945 | -194342 | -43448 | -3198376 | -3454597 | -494843 |
Profit Factor | 2.8408 | 3.1012 | 1.6495 | 1.0125 | 0.8612 | 1.7088 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 44.7917 | 37.5 | 52.0833 | 44.7917 | 37.5 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.5015 | 5.1687 | 1.5175 | 1.248 | 1.4353 | 1.5721 |
Largest Winning Trade | 1098063 | 1098063 | 38275 | 1654274 | 1654274 | 688850 |
Largest Losing Trade | -41401 | -41401 | -15433 | -982090 | -982090 | -432913 |
Avg Bars in Trades | 71 | 135 | 7 | 71 | 135 | 7 |
Avg Bars in Winners | 88 | 201 | 6 | 88 | 201 | 6 |
Avg Bars in Losers | 57 | 95 | 8 | 57 | 95 | 8 |
Bars Traded | 6876 | 6502 | 374 | 6876 | 6502 | 374 |
Profit Streak | 168.4638 | 172.7138 | 168.4638 | 168.4638 | 172.7138 | 168.4638 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581933 | 466169 | -136972 | -353084 | -583301 | -19031 |
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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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