Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698640.8866 | 446889.5353 | 251751.3513 | 5199302.5285 | -600191.8686 | 5799494.3971 |
Total P&L (%) | 698.6409 | 446.8895 | 251.7514 | 5199.3025 | -600.1919 | 5799.4944 |
Avg Daily Profit (%) | 0.3656 | 0.2339 | 0.1318 | 0.208 | 0 | 0.2136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103159 | -125079 | -23138 | -9146261 | -8923116 | -910181 |
Profit Factor | 1.7733 | 1.6301 | 2.2965 | 1.1599 | 0.9781 | 2.1395 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 366 | 194 | 172 | 366 | 194 | 172 |
Losing Trades | 94 | 36 | 58 | 94 | 36 | 58 |
Profitability (%) | 79.5652 | 84.3478 | 74.7826 | 79.5652 | 84.3478 | 74.7826 |
Ratio Avg Win / Avg Loss | 0.4554 | 0.3025 | 0.7744 | 0.2979 | 0.1815 | 0.7214 |
Largest Winning Trade | 52832 | 52832 | 10380 | 1125672 | 1125672 | 517618 |
Largest Losing Trade | -78085 | -78085 | -20146 | -8530687 | -8530687 | -609874 |
Avg Bars in Trades | 49 | 93 | 5 | 49 | 93 | 5 |
Avg Bars in Winners | 18 | 31 | 3 | 18 | 31 | 3 |
Avg Bars in Losers | 170 | 425 | 12 | 170 | 425 | 12 |
Bars Traded | 22782 | 21445 | 1337 | 22782 | 21445 | 1337 |
Profit Streak | 4.1462 | 53.8962 | 4.1462 | 4.1462 | 53.8962 | 4.1462 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617305 | 534644 | -10584 | -31060 | -574145 | 518383 |
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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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