Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2522232.3828 | 2408795.0867 | 113437.2961 | 1013860.6401 | 1114006.183 | -100145.543 |
Total P&L (%) | 2522.2324 | 2408.7951 | 113.4373 | 1013.8606 | 1114.0062 | -100.1455 |
Avg Daily Profit (%) | 1.0932 | 1.044 | 0.0492 | 0.1045 | 0.1083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151024 | -180018 | -89343 | -5531610 | -6039118 | -2558650 |
Profit Factor | 4.2488 | 5.7067 | 1.4288 | 1.0526 | 1.0859 | 0.9841 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 13 | 30 | 43 | 13 | 30 |
Losing Trades | 52 | 34 | 18 | 52 | 34 | 18 |
Profitability (%) | 45.2632 | 27.6596 | 62.5 | 45.2632 | 27.6596 | 62.5 |
Ratio Avg Win / Avg Loss | 5.1381 | 14.9252 | 0.8573 | 1.2729 | 2.8399 | 0.5905 |
Largest Winning Trade | 2160494 | 2160494 | 68814 | 5889460 | 5889460 | 1337893 |
Largest Losing Trade | -44889 | -44889 | -40408 | -2230275 | -2230275 | -1193655 |
Avg Bars in Trades | 140 | 206 | 76 | 140 | 206 | 76 |
Avg Bars in Winners | 198 | 442 | 92 | 198 | 442 | 92 |
Avg Bars in Losers | 93 | 116 | 49 | 93 | 116 | 49 |
Bars Traded | 13361 | 9700 | 3661 | 13361 | 9700 | 3661 |
Profit Streak | 40.285 | 0 | 76.6184 | 40.285 | 0 | 76.6184 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 706461 | 132448 | -125779 | -216753 | -191021 | -578511 |
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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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