Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709406.6382 | 631737.967 | 77668.6712 | 150410.2663 | 9433191.5615 | -9282781.2952 |
Total P&L (%) | 709.4066 | 631.738 | 77.6687 | 150.4103 | 9433.1916 | -9282.7813 |
Avg Daily Profit (%) | 0.2986 | 0.2659 | 0.0327 | 0.0386 | 0.192 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171119 | -118581 | -149420 | -9467550 | -4360032 | -10018497 |
Profit Factor | 1.4646 | 1.8716 | 1.0968 | 1.0041 | 1.5889 | 0.5544 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Profitability (%) | 46.0208 | 45.5172 | 46.5278 | 46.0208 | 45.5172 | 46.5278 |
Ratio Avg Win / Avg Loss | 1.7179 | 2.2403 | 1.2605 | 1.1777 | 1.9018 | 0.6372 |
Largest Winning Trade | 220805 | 220805 | 63181 | 5142051 | 5142051 | 1261790 |
Largest Losing Trade | -59724 | -45141 | -59724 | -3453353 | -1862098 | -3453353 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 4688 | 2646 | 2042 | 4688 | 2646 | 2042 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407625 | 378633 | -264483 | -357081 | 334579 | -582023 |
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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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