Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300382.012 | 256969.3726 | 43412.6394 | 85663.6115 | -766125.0252 | 851788.6367 |
Total P&L (%) | 300.382 | 256.9694 | 43.4126 | 85.6636 | -766.125 | 851.7886 |
Avg Daily Profit (%) | 0.2128 | 0.1821 | 0.0308 | 0.0439 | 0 | 0.1598 |
Buy And Hold Return (%) | 10.027 | 10.027 | 10.027 | 10.027 | 10.027 | 10.027 |
Max Trade Drawdown | -153301 | -121323 | -146226 | -3098623 | -2793103 | -1146640 |
Profit Factor | 1.247 | 1.3931 | 1.0772 | 1.0074 | 0.8975 | 1.2077 |
Total Trades | 677 | 338 | 339 | 677 | 338 | 339 |
Winning Trades | 513 | 274 | 239 | 513 | 274 | 239 |
Losing Trades | 164 | 64 | 100 | 164 | 64 | 100 |
Profitability (%) | 75.7755 | 81.0651 | 70.5015 | 75.7755 | 81.0651 | 70.5015 |
Ratio Avg Win / Avg Loss | 0.3986 | 0.3254 | 0.4507 | 0.3221 | 0.2096 | 0.5053 |
Largest Winning Trade | 22086 | 22086 | 15156 | 388156 | 388156 | 359176 |
Largest Losing Trade | -60324 | -55120 | -60324 | -1096875 | -1096875 | -567596 |
Avg Bars in Trades | 24 | 37 | 11 | 24 | 37 | 11 |
Avg Bars in Winners | 8 | 11 | 5 | 8 | 11 | 5 |
Avg Bars in Losers | 74 | 148 | 27 | 74 | 148 | 27 |
Bars Traded | 16759 | 12739 | 4020 | 16759 | 12739 | 4020 |
Profit Streak | 463.8838 | 463.9671 | 463.8838 | 463.8838 | 463.9671 | 463.8838 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531054 | 454294 | -285923 | -339463 | -574612 | 383768 |
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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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