Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512295.366 | 436999.3118 | 75296.0542 | 531349.8216 | -658256.4083 | 1189606.2299 |
Total P&L (%) | 512.2954 | 436.9993 | 75.2961 | 531.3498 | -658.2564 | 1189.6062 |
Avg Daily Profit (%) | 0.2735 | 0.2333 | 0.0402 | 0.0984 | 0 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126885 | -153689 | -79593 | -4268818 | -5283745 | -1116820 |
Profit Factor | 1.4353 | 1.5428 | 1.2025 | 1.0289 | 0.9516 | 1.2489 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 177 | 82 | 95 | 177 | 82 | 95 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 54.7988 | 50.9317 | 58.642 | 54.7988 | 50.9317 | 58.642 |
Ratio Avg Win / Avg Loss | 1.1839 | 1.4864 | 0.848 | 0.8487 | 0.9168 | 0.8808 |
Largest Winning Trade | 125681 | 125681 | 13240 | 1420927 | 1420927 | 362442 |
Largest Losing Trade | -59925 | -59925 | -21427 | -1544605 | -1544605 | -676062 |
Avg Bars in Trades | 65 | 120 | 11 | 65 | 120 | 11 |
Avg Bars in Winners | 38 | 69 | 11 | 38 | 69 | 11 |
Avg Bars in Losers | 98 | 172 | 11 | 98 | 172 | 11 |
Bars Traded | 21196 | 19374 | 1822 | 21196 | 19374 | 1822 |
Profit Streak | 18.7943 | 0 | 52.0443 | 18.7943 | 0 | 52.0443 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448121 | 355746 | -139141 | -248703 | -580369 | -9927 |
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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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