Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440047.8829 | 422685.5835 | 17362.2994 | 163272.3262 | -1588377.5785 | 1751649.9047 |
Total P&L (%) | 440.0479 | 422.6856 | 17.3623 | 163.2723 | -1588.3776 | 1751.6499 |
Avg Daily Profit (%) | 0.2358 | 0.2265 | 0.0093 | 0.0519 | 0 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235327 | -193190 | -56549 | -12378991 | -10978596 | -1516351 |
Profit Factor | 1.6353 | 1.9115 | 1.0758 | 1.01 | 0.881 | 1.5731 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 58.9928 | 62.3188 | 55.7143 | 58.9928 | 62.3188 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.1367 | 1.1558 | 0.8552 | 0.702 | 0.5327 | 1.2504 |
Largest Winning Trade | 122700 | 122700 | 23207 | 3560745 | 3560745 | 1147138 |
Largest Losing Trade | -70429 | -70429 | -23972 | -7021921 | -7021921 | -961793 |
Avg Bars in Trades | 146 | 266 | 28 | 146 | 266 | 28 |
Avg Bars in Winners | 80 | 128 | 28 | 80 | 128 | 28 |
Avg Bars in Losers | 241 | 494 | 28 | 241 | 494 | 28 |
Bars Traded | 20358 | 18386 | 1971 | 20358 | 18386 | 1971 |
Profit Streak | 88.0284 | 88.3617 | 88.0284 | 88.0284 | 88.3617 | 88.0284 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446646 | -89158 | -420420 | -332366 | -680303 | -83184 |
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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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