Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694020.5835 | 665222.9593 | 28797.6242 | -1771582.7918 | -3510631.233 | 1739048.4412 |
Total P&L (%) | 694.0206 | 665.223 | 28.7976 | -1771.5828 | -3510.6312 | 1739.0484 |
Avg Daily Profit (%) | 0.3001 | 0.2876 | 0.0125 | 0 | 0 | 0.126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -365737 | -69820 | -437183 | -8523105 | -4499293 | -4737159 |
Profit Factor | 1.4833 | 2.2389 | 1.032 | 0.9233 | 0.6614 | 1.1367 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 98 | 45 | 53 | 72 | 41 | 31 |
Losing Trades | 68 | 38 | 30 | 94 | 42 | 52 |
Profitability (%) | 59.0361 | 54.2169 | 63.8554 | 43.3735 | 49.3976 | 37.3494 |
Ratio Avg Win / Avg Loss | 1.0292 | 1.8906 | 0.5842 | 1.2054 | 0.6775 | 1.9068 |
Largest Winning Trade | 224435 | 224435 | 67058 | 7243153 | 1329567 | 7243153 |
Largest Losing Trade | -229979 | -51316 | -229979 | -1113539 | -1083161 | -1113539 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 54 | 54 | 54 | 54 | 54 | 54 |
Bars Traded | 9100 | 4548 | 4552 | 9100 | 4548 | 4552 |
Profit Streak | 85.0961 | 98.8461 | 85.0961 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490897 | 526303 | -363274 | -580818 | -581344 | -98683 |
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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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