Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778639.217 | 768537.3194 | 10101.8976 | 142106.7143 | 2006253.7133 | -1864146.9989 |
Total P&L (%) | 778.6392 | 768.5373 | 10.1019 | 142.1067 | 2006.2537 | -1864.147 |
Avg Daily Profit (%) | 0.335 | 0.3307 | 0.0043 | 0.0381 | 0.1312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186153 | -179957 | -108488 | -4612481 | -2991603 | -2917774 |
Profit Factor | 1.9204 | 2.5387 | 1.0292 | 1.0156 | 1.4059 | 0.5505 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 40.2174 | 39.1304 | 41.3043 | 40.2174 | 39.1304 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.8546 | 3.9491 | 1.4625 | 1.5097 | 2.187 | 0.7823 |
Largest Winning Trade | 316286 | 316286 | 50768 | 2454043 | 2454043 | 433135 |
Largest Losing Trade | -50760 | -50760 | -33716 | -1587971 | -854746 | -1587971 |
Avg Bars in Trades | 47 | 65 | 29 | 47 | 65 | 29 |
Avg Bars in Winners | 54 | 70 | 38 | 54 | 70 | 38 |
Avg Bars in Losers | 43 | 62 | 23 | 43 | 62 | 23 |
Bars Traded | 4371 | 3012 | 1359 | 4371 | 3012 | 1359 |
Profit Streak | 27.9498 | 27.9498 | 85.4498 | 27.9498 | 27.9498 | 85.4498 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370438 | 373740 | -540547 | -346834 | -19202 | -583250 |
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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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