Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223959.9578 | 1209657.5072 | 14302.4506 | 9515.3743 | 3194802.9578 | -3185287.5834 |
Total P&L (%) | 1223.96 | 1209.6575 | 14.3025 | 9.5154 | 3194.803 | -3185.2876 |
Avg Daily Profit (%) | 0.5154 | 0.5094 | 0.006 | 0.0038 | 0.1473 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272038 | -186484 | -167674 | -10493042 | -6428786 | -7234530 |
Profit Factor | 1.7711 | 2.5043 | 1.0183 | 1.0003 | 1.2084 | 0.8104 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Losing Trades | 197 | 94 | 103 | 197 | 94 | 103 |
Profitability (%) | 46.6125 | 49.1892 | 44.0217 | 46.6125 | 49.1892 | 44.0217 |
Ratio Avg Win / Avg Loss | 2.0285 | 2.5868 | 1.2948 | 1.1457 | 1.2483 | 1.0305 |
Largest Winning Trade | 984894 | 984894 | 59120 | 5780207 | 5780207 | 2218471 |
Largest Losing Trade | -52864 | -43971 | -52864 | -2967911 | -2967911 | -2778441 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 13921 | 6443 | 7478 | 13921 | 6443 | 7478 |
Profit Streak | 2.544 | 3.3774 | 0 | 2.544 | 3.3774 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472634 | 531357 | -419055 | -574646 | 100965 | -581028 |
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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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