Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266605.3565 | 1272323.3498 | -5717.9933 | 3645.7303 | -72199.5877 | 75845.318 |
Total P&L (%) | 1266.6054 | 1272.3234 | -5.718 | 3.6457 | -72.1996 | 75.8453 |
Avg Daily Profit (%) | 0.5472 | 0.5497 | -0.0025 | 0.0015 | -0.0553 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276929 | -194283 | -87460 | -486184 | -496420 | -112071 |
Profit Factor | 2.4027 | 3.0401 | 0.9795 | 1.0025 | 0.929 | 1.1817 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 44.4444 | 40.7407 | 48.1481 | 44.4444 | 40.7407 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.0034 | 4.422 | 1.0549 | 1.2532 | 1.3513 | 1.2726 |
Largest Winning Trade | 1142759 | 1142759 | 78940 | 333114 | 333114 | 176688 |
Largest Losing Trade | -53541 | -53541 | -28623 | -118717 | -118717 | -83613 |
Avg Bars in Trades | 55 | 96 | 15 | 55 | 96 | 15 |
Avg Bars in Winners | 71 | 135 | 17 | 71 | 135 | 17 |
Avg Bars in Losers | 43 | 69 | 14 | 43 | 69 | 14 |
Bars Traded | 9054 | 7794 | 1260 | 9054 | 7794 | 1260 |
Profit Streak | 7.1541 | 7.1541 | 93.6541 | 7.1541 | 7.1541 | 93.6541 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570182 | 70460 | -590552 | -573997 | -593987 | -192366 |
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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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