Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032699.9715 | 787928.2535 | 244771.718 | 15320432.9982 | 3208589.2072 | 12111843.791 |
Total P&L (%) | 1032.7 | 787.9283 | 244.7717 | 15320.433 | 3208.5892 | 12111.8438 |
Avg Daily Profit (%) | 0.5349 | 0.4081 | 0.1268 | 0.2613 | 0.1814 | 0.2492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83407 | -72759 | -47985 | -3152904 | -3220704 | -1823840 |
Profit Factor | 2.6256 | 3.3558 | 1.8137 | 1.7904 | 1.275 | 2.5695 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 50.9317 | 41.9753 | 60 | 50.9317 | 41.9753 | 60 |
Ratio Avg Win / Avg Loss | 2.5295 | 4.6389 | 1.2091 | 1.7249 | 1.7625 | 1.713 |
Largest Winning Trade | 356339 | 356339 | 52592 | 3575831 | 3575831 | 2849271 |
Largest Losing Trade | -46829 | -27991 | -46829 | -1823840 | -1151180 | -1823840 |
Avg Bars in Trades | 47 | 35 | 58 | 47 | 35 | 58 |
Avg Bars in Winners | 70 | 59 | 77 | 70 | 59 | 77 |
Avg Bars in Losers | 23 | 17 | 31 | 23 | 17 | 31 |
Bars Traded | 7595 | 2882 | 4713 | 7595 | 2882 | 4713 |
Profit Streak | 0 | 0 | 12.8357 | 0 | 0 | 12.8357 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607402 | 41566 | -38693 | 465186 | -6157 | -3915 |
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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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