Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854257.6493 | 773075.4285 | 81182.2208 | 953384.1128 | 3104950.8039 | -2151566.6911 |
Total P&L (%) | 854.2576 | 773.0754 | 81.1822 | 953.3841 | 3104.9508 | -2151.5667 |
Avg Daily Profit (%) | 0.3676 | 0.3326 | 0.0349 | 0.1014 | 0.1493 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158385 | -117728 | -113816 | -6922625 | -4438914 | -5367357 |
Profit Factor | 1.889 | 2.9164 | 1.1456 | 1.0375 | 1.2707 | 0.8458 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 50.6098 | 47.561 | 53.6585 | 50.6098 | 47.561 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.8435 | 3.2155 | 0.9894 | 1.0125 | 1.4011 | 0.7304 |
Largest Winning Trade | 354614 | 354614 | 83916 | 2877863 | 2877863 | 2551032 |
Largest Losing Trade | -50460 | -34212 | -50460 | -2553024 | -1803997 | -2553024 |
Avg Bars in Trades | 27 | 18 | 36 | 27 | 18 | 36 |
Avg Bars in Winners | 35 | 25 | 44 | 35 | 25 | 44 |
Avg Bars in Losers | 19 | 12 | 26 | 19 | 12 | 26 |
Bars Traded | 4504 | 1539 | 2965 | 4504 | 1539 | 2965 |
Profit Streak | 16.9193 | 0 | 25.4193 | 16.9193 | 0 | 25.4193 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534361 | 346008 | -211215 | -234714 | 52603 | -583739 |
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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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