Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671851.3671 | 391166.6933 | 280684.6738 | 6872897.6126 | 7302552.1327 | -429654.52 |
Total P&L (%) | 671.8514 | 391.1667 | 280.6847 | 6872.8976 | 7302.5521 | -429.6545 |
Avg Daily Profit (%) | 0.4002 | 0.233 | 0.1672 | 0.2531 | 0.2567 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129043 | -124820 | -80012 | -15092619 | -3815480 | -11577471 |
Profit Factor | 1.7513 | 1.8107 | 1.6818 | 1.2617 | 1.6254 | 0.9705 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 143 | 76 | 67 | 143 | 76 | 67 |
Profitability (%) | 46.0377 | 42.8571 | 49.2424 | 46.0377 | 42.8571 | 49.2424 |
Ratio Avg Win / Avg Loss | 2.0528 | 2.4143 | 1.7335 | 1.4789 | 2.1672 | 1.0004 |
Largest Winning Trade | 78698 | 78698 | 47966 | 6302678 | 6302678 | 4777951 |
Largest Losing Trade | -48551 | -48551 | -21744 | -3392372 | -2583385 | -3392372 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3331 | 1771 | 1560 | 3331 | 1771 | 1560 |
Profit Streak | 9.5819 | 32.0819 | 0 | 9.5819 | 32.0819 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498862 | 346819 | 371005 | 328690 | 356246 | -579332 |
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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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