Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2154020.3843 | 2061941.7259 | 92078.6584 | 2787151.751 | 3708367.4602 | -921215.7092 |
Total P&L (%) | 2154.0204 | 2061.9417 | 92.0787 | 2787.1518 | 3708.3675 | -921.2157 |
Avg Daily Profit (%) | 0.9315 | 0.8917 | 0.0398 | 0.1455 | 0.1575 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117291 | -96029 | -121603 | -3863345 | -2993929 | -4042451 |
Profit Factor | 3.7131 | 6.5588 | 1.2177 | 1.1471 | 1.4141 | 0.9078 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 40.5594 | 38.8889 | 42.2535 | 40.5594 | 38.8889 | 42.2535 |
Ratio Avg Win / Avg Loss | 5.4416 | 10.3066 | 1.6642 | 1.6811 | 2.2222 | 1.2407 |
Largest Winning Trade | 1715074 | 1715074 | 81107 | 4720398 | 4720398 | 1794322 |
Largest Losing Trade | -52077 | -29808 | -52077 | -2601575 | -939059 | -2601575 |
Avg Bars in Trades | 89 | 73 | 106 | 89 | 73 | 106 |
Avg Bars in Winners | 165 | 135 | 192 | 165 | 135 | 192 |
Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
Bars Traded | 12858 | 5308 | 7550 | 12858 | 5308 | 7550 |
Profit Streak | 10.208 | 13.3747 | 0 | 10.208 | 13.3747 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629895 | -61401 | -228990 | -58569 | -73607 | -669081 |
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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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