Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043224.1398 | 963757.1566 | 79466.9833 | 912798.891 | 4006263.3864 | -3093464.4954 |
Total P&L (%) | 1043.2241 | 963.7572 | 79.467 | 912.7989 | 4006.2634 | -3093.4645 |
Avg Daily Profit (%) | 0.4513 | 0.4169 | 0.0344 | 0.1002 | 0.1608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182082 | -113588 | -108964 | -10515051 | -5842184 | -6894494 |
Profit Factor | 1.9703 | 2.6657 | 1.16 | 1.024 | 1.1858 | 0.813 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 46.9799 | 48 | 45.9459 | 46.9799 | 48 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.2237 | 2.8878 | 1.3648 | 1.1556 | 1.2846 | 0.9564 |
Largest Winning Trade | 525999 | 525999 | 82016 | 4796135 | 4796135 | 1870682 |
Largest Losing Trade | -52289 | -52289 | -39332 | -5842184 | -5842184 | -3391680 |
Avg Bars in Trades | 90 | 79 | 101 | 90 | 79 | 101 |
Avg Bars in Winners | 127 | 100 | 156 | 127 | 100 | 156 |
Avg Bars in Losers | 56 | 59 | 54 | 56 | 59 | 54 |
Bars Traded | 13413 | 5928 | 7485 | 13413 | 5928 | 7485 |
Profit Streak | 0 | 0 | 80.1898 | 0 | 0 | 80.1898 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473322 | -42759 | -256118 | -253742 | -66160 | -645444 |
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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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