Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706674.1088 | 516361.3767 | 190312.7321 | -471106.688 | 2537974.6794 | -3009081.3673 |
Total P&L (%) | 706.6741 | 516.3614 | 190.3127 | -471.1067 | 2537.9747 | -3009.0814 |
Avg Daily Profit (%) | 0.3079 | 0.2249 | 0.0829 | 0 | 0.1427 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207682 | -127191 | -144577 | -4207144 | -605259 | -4838842 |
Profit Factor | 1.4664 | 1.76 | 1.2277 | 0.9606 | 1.6324 | 0.6208 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 175 | 83 | 92 | 157 | 80 | 77 |
Losing Trades | 138 | 73 | 65 | 156 | 76 | 80 |
Profitability (%) | 55.9105 | 53.2051 | 58.5987 | 50.1597 | 51.2821 | 49.0446 |
Ratio Avg Win / Avg Loss | 1.1563 | 1.548 | 0.8674 | 0.9545 | 1.5507 | 0.645 |
Largest Winning Trade | 84643 | 84643 | 53035 | 817129 | 817129 | 654035 |
Largest Losing Trade | -106424 | -35054 | -106424 | -2684836 | -322497 | -2684836 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4516 | 2249 | 2267 | 4516 | 2249 | 2267 |
Profit Streak | 12.9735 | 0 | 20.4735 | 0 | 41.9735 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480598 | 451554 | -82075 | -578842 | 94207 | -580604 |
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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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