Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563092.2262 | 234907.5377 | 328184.6885 | 3938146.3054 | -1264879.2159 | 5203025.5213 |
Total P&L (%) | 563.0922 | 234.9075 | 328.1847 | 3938.1463 | -1264.8792 | 5203.0255 |
Avg Daily Profit (%) | 0.3793 | 0.1582 | 0.2211 | 0.2494 | 0 | 0.2678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83166 | -104285 | -25528 | -7111031 | -8532945 | -1912996 |
Profit Factor | 2.0328 | 1.6191 | 2.9794 | 1.1539 | 0.9286 | 1.6606 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 57.3171 | 51.2195 | 63.4146 | 57.3171 | 51.2195 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.5138 | 1.542 | 1.7189 | 0.8593 | 0.8844 | 0.9581 |
Largest Winning Trade | 145411 | 145411 | 57571 | 2629620 | 2629620 | 2196760 |
Largest Losing Trade | -38670 | -38670 | -14626 | -3045077 | -3045077 | -1187730 |
Avg Bars in Trades | 34 | 43 | 25 | 34 | 43 | 25 |
Avg Bars in Winners | 37 | 48 | 28 | 37 | 48 | 28 |
Avg Bars in Losers | 30 | 38 | 19 | 30 | 38 | 19 |
Bars Traded | 5625 | 3564 | 2061 | 5625 | 3564 | 2061 |
Profit Streak | 8.4592 | 9.7092 | 8.4592 | 8.4592 | 9.7092 | 8.4592 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589155 | 240985 | 431978 | -41565 | -584413 | 269746 |
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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) |
---|