Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836920.7586 | 671526.2962 | 165394.4624 | 1132030.5131 | -882585.0849 | 2014615.598 |
Total P&L (%) | 836.9208 | 671.5263 | 165.3945 | 1132.0305 | -882.5851 | 2014.6156 |
Avg Daily Profit (%) | 0.3552 | 0.285 | 0.0702 | 0.1066 | 0 | 0.1296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116129 | -130056 | -112350 | -2361743 | -3080989 | -718258 |
Profit Factor | 1.5397 | 1.7467 | 1.2539 | 1.0679 | 0.9169 | 1.3326 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 174 | 78 | 96 | 174 | 78 | 96 |
Losing Trades | 217 | 117 | 100 | 217 | 117 | 100 |
Profitability (%) | 44.5013 | 40 | 48.9796 | 44.5013 | 40 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.9202 | 2.62 | 1.3061 | 1.3318 | 1.3754 | 1.3881 |
Largest Winning Trade | 271605 | 271605 | 40235 | 1827459 | 1827459 | 564180 |
Largest Losing Trade | -45086 | -38344 | -45086 | -1031798 | -1031798 | -299745 |
Avg Bars in Trades | 11 | 15 | 8 | 11 | 15 | 8 |
Avg Bars in Winners | 16 | 24 | 10 | 16 | 24 | 10 |
Avg Bars in Losers | 7 | 9 | 6 | 7 | 9 | 6 |
Bars Traded | 4669 | 3054 | 1615 | 4669 | 3054 | 1615 |
Profit Streak | 9.1945 | 0 | 10.1945 | 9.1945 | 0 | 10.1945 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463487 | 321485 | -98392 | -195226 | -582257 | -18292 |
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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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