Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581851.9579 | 523908.1151 | 57943.8428 | 866949.7908 | 3346510.626 | -2479560.8352 |
Total P&L (%) | 581.852 | 523.9081 | 57.9438 | 866.9498 | 3346.5106 | -2479.5608 |
Avg Daily Profit (%) | 0.2692 | 0.2424 | 0.0268 | 0.105 | 0.1639 | 0 |
Buy And Hold Return (%) | 179.3503 | 179.3503 | 179.3503 | 179.3503 | 179.3503 | 179.3503 |
Max Trade Drawdown | -184669 | -161020 | -61276 | -4571701 | -4104810 | -2815680 |
Profit Factor | 1.3948 | 1.463 | 1.1692 | 1.0326 | 1.1754 | 0.6684 |
Total Trades | 495 | 247 | 248 | 495 | 247 | 248 |
Winning Trades | 302 | 158 | 144 | 302 | 158 | 144 |
Losing Trades | 193 | 89 | 104 | 193 | 89 | 104 |
Profitability (%) | 61.0101 | 63.9676 | 58.0645 | 61.0101 | 63.9676 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.8914 | 0.8241 | 0.8444 | 0.6599 | 0.6621 | 0.4827 |
Largest Winning Trade | 64155 | 64155 | 13692 | 1056575 | 1056575 | 227169 |
Largest Losing Trade | -56665 | -56665 | -28491 | -1486953 | -1486953 | -835118 |
Avg Bars in Trades | 26 | 49 | 2 | 26 | 49 | 2 |
Avg Bars in Winners | 13 | 23 | 1 | 13 | 23 | 1 |
Avg Bars in Losers | 45 | 95 | 3 | 45 | 95 | 3 |
Bars Traded | 12878 | 12286 | 592 | 12878 | 12286 | 592 |
Profit Streak | 19.6714 | 19.6714 | 51.0047 | 19.6714 | 19.6714 | 51.0047 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383739 | 311415 | -355252 | -234183 | -17548 | -577136 |
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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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