Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678772.3929 | 596818.8498 | 81953.543 | 160745.3493 | -939894.6199 | 1100639.9692 |
Total P&L (%) | 678.7724 | 596.8189 | 81.9535 | 160.7453 | -939.8946 | 1100.64 |
Avg Daily Profit (%) | 0.3673 | 0.323 | 0.0443 | 0.0519 | 0 | 0.1346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256833 | -231439 | -53201 | -5112827 | -4931847 | -515444 |
Profit Factor | 1.7372 | 1.87 | 1.3491 | 1.016 | 0.8871 | 1.6294 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 61.1285 | 59.1195 | 63.125 | 61.1285 | 59.1195 | 63.125 |
Ratio Avg Win / Avg Loss | 1.1047 | 1.2931 | 0.7881 | 0.646 | 0.6134 | 0.9518 |
Largest Winning Trade | 501521 | 501521 | 13345 | 1577083 | 1577083 | 285365 |
Largest Losing Trade | -61026 | -61026 | -24673 | -1468365 | -1468365 | -334488 |
Avg Bars in Trades | 16 | 30 | 3 | 16 | 30 | 3 |
Avg Bars in Winners | 12 | 22 | 2 | 12 | 22 | 2 |
Avg Bars in Losers | 23 | 41 | 4 | 23 | 41 | 4 |
Bars Traded | 5311 | 4782 | 529 | 5311 | 4782 | 529 |
Profit Streak | 33.6231 | 0 | 67.6231 | 33.6231 | 0 | 67.6231 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560858 | 467513 | -132139 | -324356 | -579318 | -9816 |
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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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