Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168510.5434 | 165832.2125 | 2678.3309 | -74040.2888 | -3351846.3768 | 3277806.088 |
Total P&L (%) | 168.5105 | 165.8322 | 2.6783 | -74.0403 | -3351.8464 | 3277.8061 |
Avg Daily Profit (%) | 0.0911 | 0.0896 | 0.0014 | -0.0729 | 0 | 0.1904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -405993 | -273204 | -151391 | -11205727 | -10824155 | -872142 |
Profit Factor | 1.1458 | 1.2152 | 1.007 | 0.9974 | 0.8514 | 1.5637 |
Total Trades | 697 | 348 | 349 | 697 | 348 | 349 |
Winning Trades | 534 | 296 | 238 | 534 | 296 | 238 |
Losing Trades | 163 | 52 | 111 | 163 | 52 | 111 |
Profitability (%) | 76.6141 | 85.0575 | 68.1948 | 76.6141 | 85.0575 | 68.1948 |
Ratio Avg Win / Avg Loss | 0.3498 | 0.2135 | 0.4696 | 0.3044 | 0.1496 | 0.7293 |
Largest Winning Trade | 20083 | 20083 | 10564 | 962417 | 962417 | 597057 |
Largest Losing Trade | -69430 | -69430 | -60636 | -5215211 | -5215211 | -570661 |
Avg Bars in Trades | 31 | 57 | 4 | 31 | 57 | 4 |
Avg Bars in Winners | 8 | 12 | 2 | 8 | 12 | 2 |
Avg Bars in Losers | 107 | 314 | 10 | 107 | 314 | 10 |
Bars Traded | 21863 | 20144 | 1719 | 21863 | 20144 | 1719 |
Profit Streak | 14.9907 | 0 | 15.6574 | 14.9907 | 0 | 15.6574 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125063 | -69744 | -566220 | -572683 | -575133 | 466586 |
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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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