Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712555.0326 | 486217.9874 | 226337.0452 | 3229608.1821 | 3378538.1176 | -148929.9355 |
Total P&L (%) | 712.555 | 486.218 | 226.337 | 3229.6082 | 3378.5381 | -148.9299 |
Avg Daily Profit (%) | 0.3781 | 0.258 | 0.1201 | 0.1862 | 0.1885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166110 | -90451 | -81986 | -12027932 | -5469381 | -6845239 |
Profit Factor | 2.3096 | 3.1366 | 1.7151 | 1.194 | 1.4841 | 0.9846 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 61.2245 | 55.102 | 67.3469 | 61.2245 | 55.102 | 67.3469 |
Ratio Avg Win / Avg Loss | 1.4628 | 2.5557 | 0.8315 | 0.7562 | 1.2092 | 0.4774 |
Largest Winning Trade | 157931 | 157931 | 46935 | 4100502 | 3137505 | 4100502 |
Largest Losing Trade | -71406 | -30636 | -71406 | -6016760 | -1942050 | -6016760 |
Avg Bars in Trades | 55 | 36 | 73 | 55 | 36 | 73 |
Avg Bars in Winners | 49 | 31 | 64 | 49 | 31 | 64 |
Avg Bars in Losers | 63 | 41 | 94 | 63 | 41 | 94 |
Bars Traded | 5392 | 1770 | 3622 | 5392 | 1770 | 3622 |
Profit Streak | 28.6665 | 28.6665 | 78.9998 | 28.6665 | 28.6665 | 78.9998 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560543 | 554713 | -28872 | 68407 | 376072 | -577469 |
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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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