Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110936.0281 | 946486.6419 | 164449.3862 | 1956712.514 | -371170.5078 | 2327883.0218 |
Total P&L (%) | 1110.936 | 946.4866 | 164.4494 | 1956.7125 | -371.1705 | 2327.883 |
Avg Daily Profit (%) | 0.6016 | 0.5126 | 0.0891 | 0.1639 | 0 | 0.1729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61179 | -96301 | -51603 | -1900777 | -2495447 | -1446338 |
Profit Factor | 2.9274 | 4.1164 | 1.6031 | 1.1508 | 0.9503 | 1.4228 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 51.497 | 51.1905 | 51.8072 | 51.497 | 51.1905 | 51.8072 |
Ratio Avg Win / Avg Loss | 2.7572 | 3.9249 | 1.4912 | 1.0839 | 0.9061 | 1.3235 |
Largest Winning Trade | 897016 | 897016 | 59679 | 1640715 | 1640715 | 1198080 |
Largest Losing Trade | -26388 | -24478 | -26388 | -765800 | -765800 | -514306 |
Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Winners | 55 | 46 | 65 | 55 | 46 | 65 |
Avg Bars in Losers | 29 | 37 | 20 | 29 | 37 | 20 |
Bars Traded | 7162 | 3563 | 3599 | 7162 | 3563 | 3599 |
Profit Streak | 0 | 0 | 33.0457 | 0 | 0 | 33.0457 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652656 | 636528 | -71238 | -45835 | -580953 | 343367 |
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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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