Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708536.683 | 501701.4139 | 206835.2691 | 4019658.4527 | -952572.0683 | 4972230.5209 |
Total P&L (%) | 708.5367 | 501.7014 | 206.8353 | 4019.6585 | -952.5721 | 4972.2305 |
Avg Daily Profit (%) | 0.3014 | 0.2134 | 0.088 | 0.1583 | 0 | 0.1672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81699 | -70780 | -91826 | -5088867 | -3646193 | -2435514 |
Profit Factor | 2.0453 | 2.4495 | 1.6235 | 1.2647 | 0.8839 | 1.7124 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 39.8496 | 34.3284 | 45.4545 | 39.8496 | 34.3284 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0872 | 4.686 | 1.9482 | 1.909 | 1.691 | 2.0549 |
Largest Winning Trade | 112610 | 112610 | 62591 | 3340695 | 1963065 | 3340695 |
Largest Losing Trade | -36911 | -27375 | -36911 | -1470392 | -1003008 | -1470392 |
Avg Bars in Trades | 104 | 76 | 132 | 104 | 76 | 132 |
Avg Bars in Winners | 202 | 139 | 251 | 202 | 139 | 251 |
Avg Bars in Losers | 39 | 44 | 33 | 39 | 44 | 33 |
Bars Traded | 13886 | 5149 | 8737 | 13886 | 5149 | 8737 |
Profit Streak | 0 | 0 | 123.0836 | 0 | 0 | 123.0836 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331091 | -110232 | -197294 | 182365 | -701052 | -113871 |
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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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