Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638077.686 | 401645.4142 | 236432.2718 | 5148006.4988 | 2292132.7636 | 2855873.7353 |
Total P&L (%) | 638.0777 | 401.6454 | 236.4323 | 5148.0065 | 2292.1328 | 2855.8737 |
Avg Daily Profit (%) | 0.2675 | 0.1684 | 0.0991 | 0.1661 | 0.1332 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120030 | -123198 | -27757 | -3120777 | -3065349 | -1065561 |
Profit Factor | 2.4573 | 2.3794 | 2.612 | 1.5729 | 1.3547 | 2.1311 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 60 | 59.5745 | 60.4167 | 60 | 59.5745 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.6382 | 1.6146 | 1.7113 | 1.0486 | 0.9193 | 1.3963 |
Largest Winning Trade | 107165 | 107165 | 55459 | 1818347 | 1818347 | 737798 |
Largest Losing Trade | -52084 | -52084 | -21150 | -1701295 | -1701295 | -892811 |
Avg Bars in Trades | 92 | 159 | 26 | 92 | 159 | 26 |
Avg Bars in Winners | 102 | 172 | 34 | 102 | 172 | 34 |
Avg Bars in Losers | 76 | 138 | 14 | 76 | 138 | 14 |
Bars Traded | 8763 | 7476 | 1287 | 8763 | 7476 | 1287 |
Profit Streak | 101.9319 | 0 | 103.4319 | 101.9319 | 0 | 103.4319 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554657 | 475388 | -53411 | 417953 | -14767 | 79952 |
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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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