Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4876.281 | 179883.1365 | -175006.8555 | 14618920.8902 | 3780427.7224 | 10838493.1678 |
Total P&L (%) | 4.8763 | 179.8831 | -175.0069 | 14618.9209 | 3780.4277 | 10838.4932 |
Avg Daily Profit (%) | 0.0026 | 0.0954 | -0.0928 | 0.2652 | 0.1943 | 0.2494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -352433 | -42778 | -372307 | -2788950 | -935684 | -2292709 |
Profit Factor | 1.0052 | 1.9115 | 0.7612 | 2.3967 | 1.8963 | 2.7344 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 144 | 68 | 76 | 90 | 47 | 43 |
Losing Trades | 40 | 24 | 16 | 94 | 45 | 49 |
Profitability (%) | 78.2609 | 73.913 | 82.6087 | 48.913 | 51.087 | 46.7391 |
Ratio Avg Win / Avg Loss | 0.2792 | 0.6746 | 0.1603 | 2.5032 | 1.8156 | 3.116 |
Largest Winning Trade | 50074 | 50074 | 24479 | 3730027 | 904905 | 3730027 |
Largest Losing Trade | -352433 | -30764 | -352433 | -935684 | -935684 | -926573 |
Avg Bars in Trades | 29 | 16 | 42 | 29 | 16 | 42 |
Avg Bars in Winners | 14 | 8 | 19 | 34 | 20 | 49 |
Avg Bars in Losers | 86 | 41 | 153 | 25 | 13 | 36 |
Bars Traded | 5478 | 1558 | 3920 | 5478 | 1558 | 3920 |
Profit Streak | 56.071 | 116.071 | 56.071 | 56.071 | 116.071 | 56.071 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -565087 | -59873 | -575264 | 559811 | 475015 | 486078 |
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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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