Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779791.9838 | 676159.2667 | 103632.7171 | 582505.4058 | -1738671.251 | 2321176.6568 |
Total P&L (%) | 779.792 | 676.1593 | 103.6327 | 582.5054 | -1738.6713 | 2321.1767 |
Avg Daily Profit (%) | 0.4031 | 0.3495 | 0.0536 | 0.0993 | 0 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188171 | -171419 | -75262 | -5565016 | -6141457 | -2163056 |
Profit Factor | 1.8379 | 2.3283 | 1.2458 | 1.0348 | 0.8263 | 1.3445 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Profitability (%) | 47.2973 | 42.3423 | 52.2523 | 47.2973 | 42.3423 | 52.2523 |
Ratio Avg Win / Avg Loss | 2.048 | 3.1704 | 1.1384 | 1.153 | 1.1252 | 1.2286 |
Largest Winning Trade | 555336 | 555336 | 42435 | 3880566 | 3880566 | 1695225 |
Largest Losing Trade | -36195 | -23693 | -36195 | -1213463 | -1213463 | -812005 |
Avg Bars in Trades | 50 | 42 | 59 | 50 | 42 | 59 |
Avg Bars in Winners | 72 | 68 | 74 | 72 | 68 | 74 |
Avg Bars in Losers | 31 | 22 | 42 | 31 | 22 | 42 |
Bars Traded | 11290 | 4693 | 6597 | 11290 | 4693 | 6597 |
Profit Streak | 0 | 0 | 28.5918 | 0 | 0 | 28.5918 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481375 | 378443 | -120591 | -242113 | -582348 | 328838 |
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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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