Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891184.7834 | 738303.526 | 152881.2574 | 1842341.1434 | -995319.0111 | 2837660.1545 |
Total P&L (%) | 891.1848 | 738.3035 | 152.8813 | 1842.3411 | -995.319 | 2837.6602 |
Avg Daily Profit (%) | 0.4618 | 0.3826 | 0.0792 | 0.1538 | 0 | 0.1753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103342 | -88359 | -63500 | -2922630 | -3297970 | -997714 |
Profit Factor | 2.1494 | 2.5913 | 1.491 | 1.1445 | 0.8831 | 1.6696 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 46.4052 | 46.0526 | 46.7532 | 46.4052 | 46.0526 | 46.7532 |
Ratio Avg Win / Avg Loss | 2.4824 | 3.0355 | 1.698 | 1.3218 | 1.0345 | 1.9015 |
Largest Winning Trade | 469985 | 469985 | 40522 | 1082239 | 1082239 | 762067 |
Largest Losing Trade | -49920 | -49920 | -33734 | -1176058 | -1176058 | -483203 |
Avg Bars in Trades | 147 | 198 | 97 | 147 | 198 | 97 |
Avg Bars in Winners | 186 | 259 | 115 | 186 | 259 | 115 |
Avg Bars in Losers | 113 | 145 | 81 | 113 | 145 | 81 |
Bars Traded | 22528 | 15058 | 7470 | 22528 | 15058 | 7470 |
Profit Streak | 47.1137 | 78.5304 | 47.1137 | 47.1137 | 78.5304 | 47.1137 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531230 | -35490 | -127475 | -53541 | -629140 | -31672 |
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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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