Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664324.9881 | 412129.4156 | 252195.5725 | 1616323.2082 | -1159240.3854 | 2775563.5937 |
Total P&L (%) | 664.325 | 412.1294 | 252.1956 | 1616.3232 | -1159.2404 | 2775.5636 |
Avg Daily Profit (%) | 0.3656 | 0.2268 | 0.1388 | 0.1565 | 0 | 0.185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110143 | -89577 | -55174 | -4199219 | -3983113 | -2216950 |
Profit Factor | 1.7593 | 1.8554 | 1.6416 | 1.0629 | 0.9172 | 1.2376 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 86 | 31 | 55 | 86 | 31 | 55 |
Losing Trades | 169 | 96 | 73 | 169 | 96 | 73 |
Profitability (%) | 33.7255 | 24.4094 | 42.9688 | 33.7255 | 24.4094 | 42.9688 |
Ratio Avg Win / Avg Loss | 3.4573 | 5.7456 | 2.1789 | 2.0888 | 2.8404 | 1.6427 |
Largest Winning Trade | 306374 | 306374 | 56142 | 2210029 | 2210029 | 1258069 |
Largest Losing Trade | -23246 | -15293 | -23246 | -940073 | -553728 | -940073 |
Avg Bars in Trades | 84 | 77 | 91 | 84 | 77 | 91 |
Avg Bars in Winners | 148 | 153 | 145 | 148 | 153 | 145 |
Avg Bars in Losers | 51 | 52 | 50 | 51 | 52 | 50 |
Bars Traded | 21545 | 9827 | 11718 | 21545 | 9827 | 11718 |
Profit Streak | 17.9654 | 0 | 19.5488 | 17.9654 | 0 | 19.5488 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300911 | -21263 | -7058 | -146945 | -610634 | 227942 |
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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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