Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495982.239 | 371480.3671 | 124501.8718 | 221452.1887 | -1722411.794 | 1943863.9827 |
Total P&L (%) | 495.9822 | 371.4804 | 124.5019 | 221.4522 | -1722.4118 | 1943.864 |
Avg Daily Profit (%) | 0.2582 | 0.1934 | 0.0648 | 0.0608 | 0 | 0.1572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253561 | -168147 | -122811 | -6395196 | -4803264 | -1937905 |
Profit Factor | 1.3682 | 1.4586 | 1.2319 | 1.0091 | 0.8995 | 1.2728 |
Total Trades | 709 | 355 | 354 | 709 | 355 | 354 |
Winning Trades | 544 | 289 | 255 | 544 | 289 | 255 |
Losing Trades | 165 | 66 | 99 | 165 | 66 | 99 |
Profitability (%) | 76.7278 | 81.4085 | 72.0339 | 76.7278 | 81.4085 | 72.0339 |
Ratio Avg Win / Avg Loss | 0.415 | 0.3331 | 0.4783 | 0.3061 | 0.2054 | 0.4941 |
Largest Winning Trade | 85552 | 85552 | 38594 | 446297 | 446297 | 363966 |
Largest Losing Trade | -70230 | -70230 | -67134 | -2584443 | -2584443 | -1647806 |
Avg Bars in Trades | 32 | 51 | 12 | 32 | 51 | 12 |
Avg Bars in Winners | 11 | 15 | 5 | 11 | 15 | 5 |
Avg Bars in Losers | 101 | 210 | 29 | 101 | 210 | 29 |
Bars Traded | 22886 | 18447 | 4439 | 22886 | 18447 | 4439 |
Profit Streak | 5.8689 | 30.1189 | 5.8689 | 5.8689 | 30.1189 | 5.8689 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584312 | 499794 | -102785 | -314606 | -573845 | 414852 |
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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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