Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754073.979 | 497254.3853 | 256819.5937 | 6888702.6826 | -7104609.2526 | 13993311.9352 |
Total P&L (%) | 754.074 | 497.2544 | 256.8196 | 6888.7027 | -7104.6093 | 13993.3119 |
Avg Daily Profit (%) | 0.3937 | 0.2596 | 0.1341 | 0.222 | 0 | 0.2587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198787 | -170738 | -35859 | -29416182 | -28006668 | -3305823 |
Profit Factor | 1.5344 | 1.4717 | 1.7197 | 1.0712 | 0.9106 | 1.8087 |
Total Trades | 758 | 379 | 379 | 758 | 379 | 379 |
Winning Trades | 591 | 316 | 275 | 591 | 316 | 275 |
Losing Trades | 167 | 63 | 104 | 167 | 63 | 104 |
Profitability (%) | 77.9683 | 83.3773 | 72.5594 | 77.9683 | 83.3773 | 72.5594 |
Ratio Avg Win / Avg Loss | 0.4336 | 0.2934 | 0.6503 | 0.3027 | 0.1815 | 0.684 |
Largest Winning Trade | 53089 | 53089 | 10129 | 1856980 | 1856980 | 913227 |
Largest Losing Trade | -68776 | -68776 | -35181 | -10832026 | -10832026 | -1048437 |
Avg Bars in Trades | 30 | 53 | 6 | 30 | 53 | 6 |
Avg Bars in Winners | 11 | 17 | 3 | 11 | 17 | 3 |
Avg Bars in Losers | 97 | 234 | 14 | 97 | 234 | 14 |
Bars Traded | 22847 | 20364 | 2483 | 22847 | 20364 | 2483 |
Profit Streak | 8.9448 | 28.0281 | 8.9448 | 8.9448 | 28.0281 | 8.9448 |
Trades During Streak | 8 | 10 | 4 | 8 | 10 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 694177 | 537759 | -7322 | -125898 | -573437 | 554874 |
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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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