Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2055604.8004 | 1984790.5743 | 70814.2261 | 276171.7728 | 1148786.5674 | -872614.7946 |
Total P&L (%) | 2055.6048 | 1984.7906 | 70.8142 | 276.1718 | 1148.7866 | -872.6148 |
Avg Daily Profit (%) | 0.8907 | 0.8601 | 0.0307 | 0.0574 | 0.1095 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157239 | -127416 | -139214 | -3942426 | -2561867 | -1746902 |
Profit Factor | 3.2531 | 5.3855 | 1.154 | 1.0372 | 1.2765 | 0.7337 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 46.4052 | 41.5584 | 51.3158 | 46.4052 | 41.5584 | 51.3158 |
Ratio Avg Win / Avg Loss | 3.7571 | 7.5733 | 1.0948 | 1.1978 | 1.7951 | 0.6961 |
Largest Winning Trade | 1806449 | 1806449 | 67704 | 2739379 | 2739379 | 418599 |
Largest Losing Trade | -61163 | -61163 | -54767 | -2172164 | -2172164 | -731912 |
Avg Bars in Trades | 58 | 52 | 63 | 58 | 52 | 63 |
Avg Bars in Winners | 79 | 71 | 86 | 79 | 71 | 86 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 8904 | 4059 | 4845 | 8904 | 4059 | 4845 |
Profit Streak | 0 | 0 | 10.0875 | 0 | 0 | 10.0875 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 679212 | -23945 | -251622 | -296487 | -90628 | -629404 |
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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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