Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727289.2222 | 529649.1008 | 197640.1213 | 3323921.1436 | -730844.3934 | 4054765.5371 |
Total P&L (%) | 727.2892 | 529.6491 | 197.6401 | 3323.9211 | -730.8444 | 4054.7655 |
Avg Daily Profit (%) | 0.3094 | 0.2253 | 0.0841 | 0.1504 | 0 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90006 | -84955 | -124782 | -2740101 | -2129004 | -942225 |
Profit Factor | 1.9518 | 2.3912 | 1.5155 | 1.3752 | 0.8633 | 2.1546 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 44.1379 | 38.3562 | 50 | 44.1379 | 38.3562 | 50 |
Ratio Avg Win / Avg Loss | 2.4702 | 3.8429 | 1.5155 | 1.7405 | 1.3875 | 2.1546 |
Largest Winning Trade | 142760 | 142760 | 63710 | 1882804 | 1002676 | 1882804 |
Largest Losing Trade | -45452 | -24263 | -45452 | -648382 | -648382 | -531229 |
Avg Bars in Trades | 95 | 73 | 118 | 95 | 73 | 118 |
Avg Bars in Winners | 165 | 117 | 202 | 165 | 117 | 202 |
Avg Bars in Losers | 40 | 45 | 35 | 40 | 45 | 35 |
Bars Traded | 13890 | 5341 | 8549 | 13890 | 5341 | 8549 |
Profit Streak | 8.0419 | 8.0419 | 8.7086 | 8.0419 | 8.0419 | 8.7086 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428936 | -63002 | -156986 | 306135 | -654923 | -67005 |
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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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