Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296681.4684 | 216549.7557 | 80131.7127 | -43625.6847 | 284673.3835 | -328299.0682 |
Total P&L (%) | 296.6815 | 216.5498 | 80.1317 | -43.6257 | 284.6734 | -328.2991 |
Avg Daily Profit (%) | 0.1535 | 0.1121 | 0.0415 | -0.0297 | 0.0698 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152943 | -157248 | -86172 | -713841 | -344553 | -627917 |
Profit Factor | 1.3037 | 1.3613 | 1.2123 | 0.9731 | 1.3886 | 0.6299 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 383 | 196 | 187 | 383 | 196 | 187 |
Losing Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Profitability (%) | 84.1758 | 86.3436 | 82.0175 | 84.1758 | 86.3436 | 82.0175 |
Ratio Avg Win / Avg Loss | 0.2451 | 0.2153 | 0.2658 | 0.1829 | 0.2196 | 0.1381 |
Largest Winning Trade | 19133 | 19133 | 12016 | 67630 | 67630 | 51242 |
Largest Losing Trade | -84614 | -66622 | -84614 | -625795 | -189196 | -625795 |
Avg Bars in Trades | 49 | 85 | 12 | 49 | 85 | 12 |
Avg Bars in Winners | 14 | 23 | 5 | 14 | 23 | 5 |
Avg Bars in Losers | 230 | 477 | 44 | 230 | 477 | 44 |
Bars Traded | 22332 | 19459 | 2873 | 22332 | 19459 | 2873 |
Profit Streak | 26.7958 | 26.7958 | 59.4625 | 26.7958 | 26.7958 | 59.4625 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496846 | -38622 | -133175 | -572640 | -94890 | -574324 |
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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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