Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514620.3308 | 392687.1622 | 121933.1686 | -5249182.1068 | 248388.9021 | -5497571.0089 |
Total P&L (%) | 514.6203 | 392.6872 | 121.9332 | -5249.1821 | 248.3889 | -5497.571 |
Avg Daily Profit (%) | 0.2707 | 0.2065 | 0.0641 | 0 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228962 | -56787 | -213878 | -13373834 | -4981340 | -8825443 |
Profit Factor | 1.7477 | 2.3427 | 1.308 | 0.7667 | 1.026 | 0.5752 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 58 | 29 | 29 | 41 | 22 | 19 |
Losing Trades | 39 | 20 | 19 | 56 | 27 | 29 |
Profitability (%) | 59.7938 | 59.1837 | 60.4167 | 42.268 | 44.898 | 39.5833 |
Ratio Avg Win / Avg Loss | 1.1752 | 1.6157 | 0.857 | 1.0472 | 1.2592 | 0.878 |
Largest Winning Trade | 100474 | 100474 | 72228 | 5086312 | 3241017 | 5086312 |
Largest Losing Trade | -174532 | -38628 | -174532 | -2777606 | -2777606 | -2127903 |
Avg Bars in Trades | 113 | 77 | 150 | 113 | 77 | 150 |
Avg Bars in Winners | 126 | 72 | 180 | 86 | 78 | 96 |
Avg Bars in Losers | 94 | 84 | 105 | 133 | 76 | 186 |
Bars Traded | 11045 | 3803 | 7242 | 11045 | 3803 | 7242 |
Profit Streak | 0 | 0 | 577.8045 | 500.4711 | 585.6378 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445385 | 483309 | -106810 | -581275 | -298106 | -584740 |
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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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