Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495738.0154 | 357133.1864 | 138604.8289 | 1322772.6879 | -488061.6297 | 1810834.3176 |
Total P&L (%) | 495.738 | 357.1332 | 138.6048 | 1322.7727 | -488.0616 | 1810.8343 |
Avg Daily Profit (%) | 0.4017 | 0.2894 | 0.1123 | 0.2154 | 0 | 0.2393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216658 | -116784 | -124540 | -25633667 | -14550856 | -11658945 |
Profit Factor | 1.5651 | 1.8228 | 1.3128 | 1.0221 | 0.9854 | 1.0683 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 65.625 | 66.9643 | 64.2857 | 65.625 | 66.9643 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.8198 | 0.8992 | 0.7293 | 0.5354 | 0.4861 | 0.5935 |
Largest Winning Trade | 45533 | 45533 | 27061 | 3771794 | 2971015 | 3771794 |
Largest Losing Trade | -59753 | -36220 | -59753 | -8294226 | -8294226 | -7665694 |
Avg Bars in Trades | 65 | 72 | 57 | 65 | 72 | 57 |
Avg Bars in Winners | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Losers | 101 | 128 | 76 | 101 | 128 | 76 |
Bars Traded | 14577 | 8157 | 6420 | 14577 | 8157 | 6420 |
Profit Streak | 15.0369 | 15.0369 | 42.6203 | 15.0369 | 15.0369 | 42.6203 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506480 | 417389 | -41560 | -185052 | -578249 | -135685 |
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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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