Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290757.702 | 1265368.279 | 25389.423 | 967948.3276 | 886046.5838 | 81901.7438 |
Total P&L (%) | 1290.7577 | 1265.3683 | 25.3894 | 967.9483 | 886.0466 | 81.9017 |
Avg Daily Profit (%) | 0.5157 | 0.5055 | 0.0101 | 0.0947 | 0.0915 | 0.0239 |
Buy And Hold Return (%) | 470.098 | 470.098 | 470.098 | 470.098 | 470.098 | 470.098 |
Max Trade Drawdown | -177397 | -156828 | -48342 | -5813407 | -5463401 | -1458900 |
Profit Factor | 2.6639 | 3.2341 | 1.1213 | 1.067 | 1.0822 | 1.0223 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 49.7076 | 44.7059 | 54.6512 | 49.7076 | 44.7059 | 54.6512 |
Ratio Avg Win / Avg Loss | 2.6953 | 4 | 0.9304 | 1.0795 | 1.3386 | 0.8483 |
Largest Winning Trade | 900234 | 900234 | 22253 | 4988306 | 4988306 | 698446 |
Largest Losing Trade | -58084 | -58084 | -19848 | -2702482 | -2702482 | -815681 |
Avg Bars in Trades | 83 | 151 | 15 | 83 | 151 | 15 |
Avg Bars in Winners | 103 | 211 | 15 | 103 | 211 | 15 |
Avg Bars in Losers | 63 | 103 | 14 | 63 | 103 | 14 |
Bars Traded | 14223 | 12914 | 1309 | 14223 | 12914 | 1309 |
Profit Streak | 91.2326 | 94.3993 | 91.2326 | 91.2326 | 94.3993 | 91.2326 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511985 | 418301 | -432724 | -217787 | -209968 | -523308 |
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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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