Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788380.8629 | 615116.6262 | 173264.2367 | 2268029.376 | -4662811.5002 | 6930840.8762 |
Total P&L (%) | 788.3809 | 615.1166 | 173.2642 | 2268.0294 | -4662.8115 | 6930.8409 |
Avg Daily Profit (%) | 0.3306 | 0.2579 | 0.0726 | 0.1328 | 0 | 0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113472 | -135201 | -56003 | -13298402 | -15247704 | -1950474 |
Profit Factor | 1.6539 | 1.659 | 1.6365 | 1.0472 | 0.889 | 2.1542 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 206 | 113 | 93 | 206 | 113 | 93 |
Losing Trades | 109 | 44 | 65 | 109 | 44 | 65 |
Profitability (%) | 65.3968 | 71.9745 | 58.8608 | 65.3968 | 71.9745 | 58.8608 |
Ratio Avg Win / Avg Loss | 0.8751 | 0.646 | 1.1438 | 0.5541 | 0.3462 | 1.5056 |
Largest Winning Trade | 66390 | 66390 | 26125 | 4232074 | 4232074 | 1685035 |
Largest Losing Trade | -77174 | -77174 | -23962 | -8171726 | -8171726 | -1029689 |
Avg Bars in Trades | 22 | 41 | 3 | 22 | 41 | 3 |
Avg Bars in Winners | 11 | 18 | 2 | 11 | 18 | 2 |
Avg Bars in Losers | 42 | 98 | 3 | 42 | 98 | 3 |
Bars Traded | 6934 | 6445 | 489 | 6934 | 6445 | 489 |
Profit Streak | 23.149 | 24.4823 | 23.149 | 23.149 | 24.4823 | 23.149 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520772 | 452040 | -91710 | -180642 | -577118 | 511080 |
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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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