Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3375999.7644 | 3172479.3572 | 203520.4073 | 5561514.8173 | -495325.9079 | 6056840.7252 |
Total P&L (%) | 3375.9998 | 3172.4794 | 203.5204 | 5561.5148 | -495.3259 | 6056.8407 |
Avg Daily Profit (%) | 1.4562 | 1.3684 | 0.0878 | 0.1743 | 0 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138398 | -111903 | -106918 | -19617931 | -12562174 | -11439812 |
Profit Factor | 4.129 | 6.4064 | 1.4135 | 1.0753 | 0.9877 | 1.1805 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 126 | 55 | 71 | 126 | 55 | 71 |
Losing Trades | 200 | 108 | 92 | 200 | 108 | 92 |
Profitability (%) | 38.6503 | 33.7423 | 43.5583 | 38.6503 | 33.7423 | 43.5583 |
Ratio Avg Win / Avg Loss | 6.5539 | 12.5799 | 1.8316 | 1.7069 | 1.9395 | 1.5297 |
Largest Winning Trade | 2899226 | 2899226 | 69137 | 8963781 | 8963781 | 4618517 |
Largest Losing Trade | -32147 | -28632 | -32147 | -3485167 | -2925571 | -3485167 |
Avg Bars in Trades | 42 | 37 | 46 | 42 | 37 | 46 |
Avg Bars in Winners | 74 | 69 | 78 | 74 | 69 | 78 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 13692 | 6067 | 7624 | 13692 | 6067 | 7624 |
Profit Streak | 0 | 0 | 23.0849 | 0 | 0 | 23.0849 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 654577 | 581892 | -74608 | -131440 | -584024 | -13730 |
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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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