Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515970.1528 | 370166.0705 | 145804.0823 | 826699.6751 | -632501.7107 | 1459201.3857 |
Total P&L (%) | 515.9702 | 370.1661 | 145.8041 | 826.6997 | -632.5017 | 1459.2014 |
Avg Daily Profit (%) | 0.2477 | 0.1777 | 0.07 | 0.1069 | 0 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102815 | -131230 | -34805 | -3788540 | -4429596 | -488331 |
Profit Factor | 1.7127 | 1.6705 | 1.8485 | 1.0671 | 0.9377 | 1.6682 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 76.4706 | 78.1818 | 74.7748 | 76.4706 | 78.1818 | 74.7748 |
Ratio Avg Win / Avg Loss | 0.527 | 0.4662 | 0.6236 | 0.3283 | 0.2617 | 0.5628 |
Largest Winning Trade | 46938 | 46938 | 15960 | 1019291 | 1019291 | 524185 |
Largest Losing Trade | -70161 | -70161 | -34805 | -2806403 | -2806403 | -449505 |
Avg Bars in Trades | 109 | 209 | 11 | 109 | 209 | 11 |
Avg Bars in Winners | 36 | 63 | 7 | 36 | 63 | 7 |
Avg Bars in Losers | 349 | 729 | 23 | 349 | 729 | 23 |
Bars Traded | 24277 | 22991 | 1286 | 24277 | 22991 | 1286 |
Profit Streak | 37.9972 | 37.9972 | 79.9972 | 37.9972 | 37.9972 | 79.9972 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537606 | 433139 | -93745 | -192231 | -576563 | -11082 |
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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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