Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986191.0193 | 758817.8092 | 227373.2101 | 8283486.7487 | -544919.5562 | 8828406.3049 |
Total P&L (%) | 986.191 | 758.8178 | 227.3732 | 8283.4867 | -544.9196 | 8828.4063 |
Avg Daily Profit (%) | 0.5063 | 0.3896 | 0.1167 | 0.2276 | 0 | 0.2309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95786 | -76300 | -49188 | -2806879 | -3892636 | -1456893 |
Profit Factor | 2.4959 | 3.2261 | 1.7141 | 1.3839 | 0.9582 | 2.0335 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 83 | 31 | 52 | 83 | 31 | 52 |
Losing Trades | 79 | 50 | 29 | 79 | 50 | 29 |
Profitability (%) | 51.2346 | 38.2716 | 64.1975 | 51.2346 | 38.2716 | 64.1975 |
Ratio Avg Win / Avg Loss | 2.3756 | 5.2035 | 0.9559 | 1.3172 | 1.5455 | 1.1341 |
Largest Winning Trade | 376800 | 376800 | 49067 | 3249372 | 3249372 | 2017177 |
Largest Losing Trade | -46829 | -24169 | -46829 | -1524524 | -1524524 | -1441717 |
Avg Bars in Trades | 46 | 36 | 57 | 46 | 36 | 57 |
Avg Bars in Winners | 68 | 59 | 73 | 68 | 59 | 73 |
Avg Bars in Losers | 24 | 21 | 29 | 24 | 21 | 29 |
Bars Traded | 7608 | 2922 | 4686 | 7608 | 2922 | 4686 |
Profit Streak | 0 | 0 | 2.781 | 0 | 0 | 2.781 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591186 | -694 | -47881 | 355654 | -594519 | -138 |
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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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