Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851973.4921 | 626193.3398 | 225780.1523 | 7314923.5911 | -1811912.4542 | 9126836.0452 |
Total P&L (%) | 851.9735 | 626.1933 | 225.7802 | 7314.9236 | -1811.9125 | 9126.836 |
Avg Daily Profit (%) | 0.3607 | 0.2651 | 0.0956 | 0.1825 | 0 | 0.1918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114641 | -78783 | -95199 | -6992849 | -6099913 | -3213625 |
Profit Factor | 2.4753 | 2.9741 | 1.8675 | 1.402 | 0.8335 | 2.2482 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 45.7447 | 36.1702 | 55.3191 | 45.7447 | 36.1702 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.9359 | 5.2483 | 1.5084 | 1.6629 | 1.4709 | 1.8159 |
Largest Winning Trade | 254907 | 254907 | 61652 | 5370378 | 2817538 | 5370378 |
Largest Losing Trade | -42271 | -24284 | -42271 | -2998541 | -1976728 | -2998541 |
Avg Bars in Trades | 146 | 113 | 180 | 146 | 113 | 180 |
Avg Bars in Winners | 245 | 200 | 275 | 245 | 200 | 275 |
Avg Bars in Losers | 62 | 63 | 62 | 62 | 63 | 62 |
Bars Traded | 13783 | 5322 | 8461 | 13783 | 5322 | 8461 |
Profit Streak | 0 | 0 | 131.549 | 0 | 0 | 131.549 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458093 | 323182 | -60071 | 298880 | -584408 | 503166 |
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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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