Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428148.515 | 457410.4627 | -29261.9477 | -118095.4956 | 4756416.7196 | -4874512.2152 |
Total P&L (%) | 428.1485 | 457.4105 | -29.2619 | -118.0955 | 4756.4167 | -4874.5122 |
Avg Daily Profit (%) | 0.2213 | 0.2365 | -0.0151 | 0 | 0.2009 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -344742 | -210646 | -166705 | -4795696 | -457406 | -5379920 |
Profit Factor | 1.3464 | 1.7544 | 0.9535 | 0.9841 | 5.5335 | 0.2369 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 94 | 44 | 50 | 84 | 48 | 36 |
Losing Trades | 75 | 40 | 35 | 85 | 36 | 49 |
Profitability (%) | 55.6213 | 52.381 | 58.8235 | 49.7041 | 57.1429 | 42.3529 |
Ratio Avg Win / Avg Loss | 1.0743 | 1.5949 | 0.6675 | 0.9958 | 4.1501 | 0.3225 |
Largest Winning Trade | 267715 | 267715 | 43250 | 3116416 | 3116416 | 201336 |
Largest Losing Trade | -109984 | -35161 | -109984 | -4707901 | -218449 | -4707901 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 33 | 32 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 34 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 5754 | 2836 | 2918 | 5754 | 2836 | 2918 |
Profit Streak | 32.6614 | 91.3281 | 32.6614 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388119 | 453556 | -579420 | -580007 | 605826 | -584078 |
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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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