Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618616.6801 | 562649.4139 | 55967.2662 | 339862.3066 | -4668.7918 | 344531.0984 |
Total P&L (%) | 618.6167 | 562.6494 | 55.9673 | 339.8623 | -4.6688 | 344.5311 |
Avg Daily Profit (%) | 0.2473 | 0.2249 | 0.0224 | 0.0592 | -0.0019 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201873 | -146463 | -99902 | -3630583 | -3260891 | -1032701 |
Profit Factor | 1.7987 | 2.3111 | 1.1621 | 1.0418 | 0.9991 | 1.113 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 38.3117 | 35.0649 | 41.5584 | 38.3117 | 35.0649 | 41.5584 |
Ratio Avg Win / Avg Loss | 2.8963 | 4.2799 | 1.6341 | 1.6774 | 1.8502 | 1.5652 |
Largest Winning Trade | 428618 | 428618 | 47489 | 1985213 | 1985213 | 646851 |
Largest Losing Trade | -30844 | -30844 | -27516 | -842933 | -842933 | -787606 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 81 | 113 | 53 | 81 | 113 | 53 |
Avg Bars in Losers | 26 | 29 | 23 | 26 | 29 | 23 |
Bars Traded | 7315 | 4548 | 2767 | 7315 | 4548 | 2767 |
Profit Streak | 37.462 | 41.7954 | 0 | 37.462 | 41.7954 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311756 | -34564 | -250312 | -290511 | -625216 | -253596 |
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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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