Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1830898.081 | 1833307.8173 | -2409.7363 | 209461.985 | 571997.8146 | -362535.8297 |
Total P&L (%) | 1830.8981 | 1833.3078 | -2.4097 | 209.462 | 571.9978 | -362.5358 |
Avg Daily Profit (%) | 0.7933 | 0.7943 | -0.001 | 0.049 | 0.0826 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129953 | -137865 | -95423 | -2341918 | -1771091 | -869752 |
Profit Factor | 3.0331 | 5.0278 | 0.9946 | 1.0384 | 1.1846 | 0.8457 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 43.4783 | 44.9275 | 42.029 | 43.4783 | 44.9275 | 42.029 |
Ratio Avg Win / Avg Loss | 3.943 | 6.1631 | 1.3718 | 1.35 | 1.4521 | 1.1665 |
Largest Winning Trade | 1644391 | 1644391 | 82376 | 1777680 | 1777680 | 535518 |
Largest Losing Trade | -56860 | -35002 | -56860 | -833962 | -833962 | -510155 |
Avg Bars in Trades | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Winners | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 4289 | 1900 | 2389 | 4289 | 1900 | 2389 |
Profit Streak | 12.6794 | 25.6794 | 12.6794 | 12.6794 | 25.6794 | 12.6794 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641301 | -82177 | -683556 | -306856 | -202865 | -683556 |
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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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