Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473038.7798 | 374380.8763 | 98657.9035 | 184517.581 | 197756.1028 | -13238.5219 |
Total P&L (%) | 473.0388 | 374.3809 | 98.6579 | 184.5176 | 197.7561 | -13.2385 |
Avg Daily Profit (%) | 0.2271 | 0.1798 | 0.0474 | 0.0502 | 0.0524 | -0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164288 | -156697 | -78436 | -4685002 | -3309741 | -1736038 |
Profit Factor | 1.3663 | 1.4391 | 1.2248 | 1.0115 | 1.0177 | 0.9973 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 147 | 68 | 79 | 147 | 68 | 79 |
Losing Trades | 202 | 106 | 96 | 202 | 106 | 96 |
Profitability (%) | 42.1203 | 39.0805 | 45.1429 | 42.1203 | 39.0805 | 45.1429 |
Ratio Avg Win / Avg Loss | 1.8775 | 2.2432 | 1.4884 | 1.39 | 1.5864 | 1.2119 |
Largest Winning Trade | 186748 | 186748 | 49868 | 1219993 | 1219993 | 339387 |
Largest Losing Trade | -34427 | -34427 | -24317 | -1474134 | -1474134 | -290189 |
Avg Bars in Trades | 70 | 117 | 24 | 70 | 117 | 24 |
Avg Bars in Winners | 87 | 157 | 26 | 87 | 157 | 26 |
Avg Bars in Losers | 58 | 90 | 22 | 58 | 90 | 22 |
Bars Traded | 24688 | 20377 | 4311 | 24688 | 20377 | 4311 |
Profit Streak | 17.5121 | 0 | 40.8455 | 17.5121 | 0 | 40.8455 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316120 | 201682 | -129839 | -334386 | -326747 | -578935 |
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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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