Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412026.8998 | 308040.7696 | 103986.1302 | 206248.9618 | -1093565.3084 | 1299814.2702 |
Total P&L (%) | 412.0269 | 308.0408 | 103.9861 | 206.249 | -1093.5653 | 1299.8143 |
Avg Daily Profit (%) | 0.2151 | 0.1608 | 0.0543 | 0.0584 | 0 | 0.1379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209546 | -172895 | -60002 | -2877163 | -2809319 | -458814 |
Profit Factor | 1.3145 | 1.3243 | 1.2886 | 1.0147 | 0.9025 | 1.4662 |
Total Trades | 583 | 291 | 292 | 583 | 291 | 292 |
Winning Trades | 425 | 237 | 188 | 425 | 237 | 188 |
Losing Trades | 158 | 54 | 104 | 158 | 54 | 104 |
Profitability (%) | 72.8988 | 81.4433 | 64.3836 | 72.8988 | 81.4433 | 64.3836 |
Ratio Avg Win / Avg Loss | 0.4887 | 0.3017 | 0.7129 | 0.3772 | 0.2056 | 0.8111 |
Largest Winning Trade | 33923 | 33923 | 12976 | 317488 | 317488 | 169225 |
Largest Losing Trade | -66838 | -66838 | -38827 | -1333569 | -1333569 | -373922 |
Avg Bars in Trades | 13 | 23 | 2 | 13 | 23 | 2 |
Avg Bars in Winners | 5 | 8 | 1 | 5 | 8 | 1 |
Avg Bars in Losers | 33 | 90 | 3 | 33 | 90 | 3 |
Bars Traded | 7615 | 6938 | 677 | 7615 | 6938 | 677 |
Profit Streak | 8.8465 | 18.3465 | 8.8465 | 8.8465 | 18.3465 | 8.8465 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524107 | 455372 | -117843 | -312565 | -573980 | -4908 |
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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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