Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354112.6934 | 288126.7894 | 65985.9039 | 172041.7041 | 202588.5397 | -30546.8357 |
Total P&L (%) | 354.1127 | 288.1268 | 65.9859 | 172.0417 | 202.5885 | -30.5468 |
Avg Daily Profit (%) | 0.2509 | 0.2042 | 0.0468 | 0.0709 | 0.0785 | -0.0258 |
Buy And Hold Return (%) | 17.2764 | 17.2764 | 17.2764 | 17.2764 | 17.2764 | 17.2764 |
Max Trade Drawdown | -170339 | -101993 | -128915 | -2168914 | -2020840 | -1834372 |
Profit Factor | 1.2806 | 1.4121 | 1.1172 | 1.0144 | 1.0285 | 0.9937 |
Total Trades | 719 | 359 | 360 | 719 | 359 | 360 |
Winning Trades | 579 | 302 | 277 | 579 | 302 | 277 |
Losing Trades | 140 | 57 | 83 | 140 | 57 | 83 |
Profitability (%) | 80.5285 | 84.1226 | 76.9444 | 80.5285 | 84.1226 | 76.9444 |
Ratio Avg Win / Avg Loss | 0.3096 | 0.2665 | 0.3348 | 0.2453 | 0.1941 | 0.2978 |
Largest Winning Trade | 22086 | 22086 | 14537 | 253971 | 253971 | 222169 |
Largest Losing Trade | -68406 | -56044 | -68406 | -1482645 | -1037992 | -1482645 |
Avg Bars in Trades | 23 | 36 | 10 | 23 | 36 | 10 |
Avg Bars in Winners | 8 | 12 | 4 | 8 | 12 | 4 |
Avg Bars in Losers | 82 | 160 | 29 | 82 | 160 | 29 |
Bars Traded | 16761 | 13024 | 3737 | 16761 | 13024 | 3737 |
Profit Streak | 472.9133 | 477.7466 | 472.9133 | 472.9133 | 477.7466 | 472.9133 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579602 | 493441 | -220045 | -294851 | -272078 | -574720 |
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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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