Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1548019.3496 | 1606819.0329 | -58799.6833 | -74422.7918 | 130428.9534 | -204851.7452 |
Total P&L (%) | 1548.0194 | 1606.819 | -58.7997 | -74.4228 | 130.429 | -204.8517 |
Avg Daily Profit (%) | 0.6518 | 0.6766 | -0.0248 | -0.0574 | 0.0352 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237099 | -179164 | -89217 | -988010 | -746555 | -309564 |
Profit Factor | 2.7801 | 3.4581 | 0.7277 | 0.9604 | 1.0872 | 0.4644 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 40.2299 | 32.5581 | 47.7273 | 40.2299 | 32.5581 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.1304 | 7.1632 | 0.797 | 1.4269 | 2.252 | 0.5087 |
Largest Winning Trade | 1392366 | 1392366 | 20703 | 798273 | 798273 | 106502 |
Largest Losing Trade | -66561 | -66561 | -25047 | -510878 | -510878 | -227262 |
Avg Bars in Trades | 158 | 290 | 28 | 158 | 290 | 28 |
Avg Bars in Winners | 188 | 438 | 22 | 188 | 438 | 22 |
Avg Bars in Losers | 137 | 219 | 33 | 137 | 219 | 33 |
Bars Traded | 13749 | 12505 | 1244 | 13749 | 12505 | 1244 |
Profit Streak | 85.7326 | 89.3993 | 85.7326 | 85.7326 | 89.3993 | 85.7326 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525568 | 451868 | -580767 | -581717 | -275639 | -580767 |
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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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