Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1921238.0233 | 1794829.4021 | 126408.6212 | 2683308.8068 | 590221.362 | 2093087.4447 |
Total P&L (%) | 1921.238 | 1794.8294 | 126.4086 | 2683.3088 | 590.2214 | 2093.0874 |
Avg Daily Profit (%) | 1.0316 | 0.9638 | 0.0679 | 0.1788 | 0.1038 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99567 | -81545 | -81446 | -3230827 | -2939571 | -1322269 |
Profit Factor | 4.2837 | 6.9336 | 1.4473 | 1.2121 | 1.0854 | 1.3647 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 41.9643 | 32.1429 | 51.7857 | 41.9643 | 32.1429 | 51.7857 |
Ratio Avg Win / Avg Loss | 5.9243 | 14.6376 | 1.3475 | 1.6762 | 2.2913 | 1.2705 |
Largest Winning Trade | 1693789 | 1693789 | 58775 | 2085682 | 2085682 | 1114893 |
Largest Losing Trade | -25889 | -25889 | -22408 | -801448 | -696404 | -801448 |
Avg Bars in Trades | 193 | 175 | 211 | 193 | 175 | 211 |
Avg Bars in Winners | 333 | 353 | 320 | 333 | 353 | 320 |
Avg Bars in Losers | 92 | 91 | 93 | 92 | 91 | 93 |
Bars Traded | 21654 | 9827 | 11827 | 21654 | 9827 | 11827 |
Profit Streak | 22.0926 | 0 | 46.1759 | 22.0926 | 0 | 46.1759 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660892 | -165441 | -280155 | 224467 | -366800 | -170610 |
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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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