Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573845.9734 | 398031.7615 | 175814.212 | 232791.4237 | 2977453.4592 | -2744662.0356 |
Total P&L (%) | 573.846 | 398.0318 | 175.8142 | 232.7914 | 2977.4535 | -2744.662 |
Avg Daily Profit (%) | 0.3881 | 0.2692 | 0.1189 | 0.0814 | 0.232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209912 | -145358 | -123495 | -5360927 | -2272958 | -6014806 |
Profit Factor | 1.3517 | 1.4864 | 1.2162 | 1.007 | 1.2102 | 0.8563 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 264 | 114 | 150 | 264 | 114 | 150 |
Losing Trades | 280 | 158 | 122 | 280 | 158 | 122 |
Profitability (%) | 48.5294 | 41.9118 | 55.1471 | 48.5294 | 41.9118 | 55.1471 |
Ratio Avg Win / Avg Loss | 1.4337 | 2.0601 | 0.9892 | 1.068 | 1.6774 | 0.6965 |
Largest Winning Trade | 304379 | 304379 | 32090 | 1279302 | 1279302 | 857095 |
Largest Losing Trade | -64348 | -25445 | -64348 | -3650398 | -521684 | -3650398 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Losers | 12 | 10 | 15 | 12 | 10 | 15 |
Bars Traded | 8839 | 3614 | 5225 | 8839 | 3614 | 5225 |
Profit Streak | 8.5344 | 0 | 11.0344 | 8.5344 | 0 | 11.0344 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477542 | 307668 | -33896 | -293943 | 250476 | -578324 |
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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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