Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546342.997 | 393188.9854 | 153154.0116 | 1019057.3522 | -1748564.5198 | 2767621.872 |
Total P&L (%) | 546.343 | 393.189 | 153.154 | 1019.0574 | -1748.5645 | 2767.6219 |
Avg Daily Profit (%) | 0.3074 | 0.2212 | 0.0862 | 0.136 | 0 | 0.189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206074 | -162523 | -84474 | -8758186 | -7175874 | -2334834 |
Profit Factor | 1.4669 | 1.5869 | 1.3062 | 1.0315 | 0.9089 | 1.2106 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 135 | 58 | 77 | 135 | 58 | 77 |
Losing Trades | 216 | 117 | 99 | 216 | 117 | 99 |
Profitability (%) | 38.4615 | 33.1429 | 43.75 | 38.4615 | 33.1429 | 43.75 |
Ratio Avg Win / Avg Loss | 2.3471 | 3.2012 | 1.6794 | 1.6504 | 1.8334 | 1.5565 |
Largest Winning Trade | 107239 | 107239 | 37638 | 2782870 | 2782870 | 1782419 |
Largest Losing Trade | -30118 | -23457 | -30118 | -1179546 | -1179546 | -1056542 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 88 | 118 | 66 | 88 | 118 | 66 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 20460 | 12170 | 8290 | 20460 | 12170 | 8290 |
Profit Streak | 8.7982 | 0 | 11.8815 | 8.7982 | 0 | 11.8815 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330772 | 164033 | -77650 | -197811 | -584194 | 274149 |
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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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