Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516018.6031 | 215446.754 | 300571.8491 | 2343180.7815 | -1266353.7177 | 3609534.4992 |
Total P&L (%) | 516.0186 | 215.4468 | 300.5718 | 2343.1808 | -1266.3537 | 3609.5345 |
Avg Daily Profit (%) | 0.339 | 0.1415 | 0.1975 | 0.2102 | 0 | 0.2377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148206 | -134582 | -67597 | -8718367 | -7388871 | -4066820 |
Profit Factor | 1.4599 | 1.3199 | 1.6701 | 1.0753 | 0.934 | 1.3026 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 212 | 98 | 114 | 212 | 98 | 114 |
Losing Trades | 187 | 102 | 85 | 187 | 102 | 85 |
Profitability (%) | 53.1328 | 49 | 57.2864 | 53.1328 | 49 | 57.2864 |
Ratio Avg Win / Avg Loss | 1.2877 | 1.3738 | 1.2452 | 0.9485 | 0.9721 | 0.9712 |
Largest Winning Trade | 53936 | 53936 | 32387 | 1171568 | 1171568 | 998795 |
Largest Losing Trade | -31378 | -31378 | -29626 | -2435306 | -2435306 | -1111476 |
Avg Bars in Trades | 45 | 48 | 41 | 45 | 48 | 41 |
Avg Bars in Winners | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Losers | 43 | 46 | 38 | 43 | 46 | 38 |
Bars Traded | 18059 | 9790 | 8269 | 18059 | 9790 | 8269 |
Profit Streak | 16.5091 | 16.5091 | 40.4258 | 16.5091 | 16.5091 | 40.4258 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498508 | -3193 | 454362 | -127640 | -580101 | 351438 |
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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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