Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452437.4166 | 295666.3903 | 156771.0263 | 661921.8305 | 1168641.8961 | -506720.0655 |
Total P&L (%) | 452.4374 | 295.6664 | 156.771 | 661.9218 | 1168.6419 | -506.7201 |
Avg Daily Profit (%) | 0.3185 | 0.2081 | 0.1103 | 0.143 | 0.179 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159458 | -75204 | -118927 | -4724287 | -2759720 | -2376187 |
Profit Factor | 1.3246 | 1.387 | 1.2489 | 1.0365 | 1.118 | 0.9386 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 327 | 169 | 158 | 327 | 169 | 158 |
Losing Trades | 161 | 75 | 86 | 161 | 75 | 86 |
Profitability (%) | 67.0082 | 69.2623 | 64.7541 | 67.0082 | 69.2623 | 64.7541 |
Ratio Avg Win / Avg Loss | 0.6522 | 0.6155 | 0.6798 | 0.5103 | 0.4962 | 0.5109 |
Largest Winning Trade | 32989 | 32989 | 20563 | 1025214 | 1025214 | 402124 |
Largest Losing Trade | -56470 | -56470 | -41140 | -1597167 | -1597167 | -1133852 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Losers | 55 | 72 | 40 | 55 | 72 | 40 |
Bars Traded | 16717 | 9079 | 7638 | 16717 | 9079 | 7638 |
Profit Streak | 13.1108 | 0 | 16.5274 | 13.1108 | 0 | 16.5274 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452274 | 354866 | -44368 | -178416 | -81323 | -577570 |
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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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