Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839730.7178 | 697372.1351 | 142358.5827 | -150870.8324 | 2550998.4319 | -2701869.2642 |
Total P&L (%) | 839.7307 | 697.3721 | 142.3586 | -150.8708 | 2550.9984 | -2701.8693 |
Avg Daily Profit (%) | 0.3485 | 0.2895 | 0.0591 | 0 | 0.1361 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109027 | -60840 | -100658 | -4157250 | -645236 | -3895246 |
Profit Factor | 2.3914 | 3.9438 | 1.3883 | 0.9765 | 3.1164 | 0.4825 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 65 | 28 | 37 | 100 | 51 | 49 |
Losing Trades | 106 | 58 | 48 | 71 | 35 | 36 |
Profitability (%) | 38.0117 | 32.5581 | 43.5294 | 58.4795 | 59.3023 | 57.6471 |
Ratio Avg Win / Avg Loss | 3.8998 | 8.1693 | 1.801 | 0.6933 | 2.1387 | 0.3545 |
Largest Winning Trade | 380519 | 380519 | 65980 | 1354678 | 1354678 | 1233296 |
Largest Losing Trade | -100658 | -17478 | -100658 | -3836453 | -251892 | -3836453 |
Avg Bars in Trades | 55 | 44 | 66 | 55 | 44 | 66 |
Avg Bars in Winners | 108 | 90 | 122 | 50 | 42 | 57 |
Avg Bars in Losers | 22 | 22 | 23 | 62 | 46 | 78 |
Bars Traded | 9463 | 3807 | 5656 | 9463 | 3807 | 5656 |
Profit Streak | 0 | 0 | 6.6097 | 5.8597 | 68.3597 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363471 | 313764 | -114442 | -578083 | -2505 | -580113 |
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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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