Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3306849.413 | 3307874.9108 | -1025.4977 | -47525.9344 | -25130.3979 | -22395.5365 |
Total P&L (%) | 3306.8494 | 3307.8749 | -1.0255 | -47.5259 | -25.1304 | -22.3955 |
Avg Daily Profit (%) | 1.427 | 1.4275 | -0.0004 | -0.0278 | -0.0125 | -0.0109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205276 | -172035 | -118708 | -420585 | -416741 | -169585 |
Profit Factor | 3.398 | 4.4633 | 0.9976 | 0.979 | 0.9846 | 0.9644 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 61 | 21 | 40 | 61 | 21 | 40 |
Losing Trades | 150 | 84 | 66 | 150 | 84 | 66 |
Profitability (%) | 28.91 | 20 | 37.7358 | 28.91 | 20 | 37.7358 |
Ratio Avg Win / Avg Loss | 8.3556 | 17.8533 | 1.646 | 2.4074 | 3.9385 | 1.5913 |
Largest Winning Trade | 3183685 | 3183685 | 53886 | 444888 | 444888 | 74147 |
Largest Losing Trade | -35076 | -35076 | -26995 | -100345 | -100345 | -76719 |
Avg Bars in Trades | 65 | 105 | 24 | 65 | 105 | 24 |
Avg Bars in Winners | 110 | 253 | 35 | 110 | 253 | 35 |
Avg Bars in Losers | 46 | 68 | 17 | 46 | 68 | 17 |
Bars Traded | 13718 | 11117 | 2602 | 13718 | 11117 | 2602 |
Profit Streak | 11.9306 | 0 | 35.7639 | 11.9306 | 0 | 35.7639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336790 | -31014 | -582220 | -588853 | -630126 | -582220 |
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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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