Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2871882.5884 | 2842856.6731 | 29025.9153 | 95027.6402 | 358206.8476 | -263179.2074 |
Total P&L (%) | 2871.8826 | 2842.8567 | 29.0259 | 95.0276 | 358.2068 | -263.1792 |
Avg Daily Profit (%) | 1.2445 | 1.2319 | 0.0126 | 0.0289 | 0.066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161563 | -103632 | -81380 | -1424599 | -1062513 | -580393 |
Profit Factor | 3.9999 | 5.5641 | 1.0868 | 1.0236 | 1.1307 | 0.7939 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 46.8208 | 45.3488 | 48.2759 | 46.8208 | 45.3488 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.5431 | 6.7054 | 1.1644 | 1.1627 | 1.3626 | 0.8506 |
Largest Winning Trade | 2686598 | 2686598 | 60822 | 1388023 | 1388023 | 142248 |
Largest Losing Trade | -61693 | -61693 | -47033 | -509879 | -509879 | -317097 |
Avg Bars in Trades | 51 | 78 | 25 | 51 | 78 | 25 |
Avg Bars in Winners | 66 | 102 | 32 | 66 | 102 | 32 |
Avg Bars in Losers | 39 | 58 | 18 | 39 | 58 | 18 |
Bars Traded | 8961 | 6779 | 2182 | 8961 | 6779 | 2182 |
Profit Streak | 13.5308 | 14.5308 | 13.5308 | 13.5308 | 14.5308 | 13.5308 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 769001 | 727470 | -304407 | -347976 | -183182 | -580890 |
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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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