Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473768.979 | 280815.0841 | 192953.8949 | 677580.9476 | -863820.5456 | 1541401.4932 |
Total P&L (%) | 473.769 | 280.8151 | 192.9539 | 677.5809 | -863.8205 | 1541.4015 |
Avg Daily Profit (%) | 0.2478 | 0.1469 | 0.1009 | 0.1073 | 0 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151403 | -130329 | -49809 | -4512251 | -3768372 | -1576611 |
Profit Factor | 1.6147 | 1.5046 | 1.9006 | 1.0629 | 0.8965 | 1.6334 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 178 | 88 | 90 | 178 | 88 | 90 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 80.543 | 79.2793 | 81.8182 | 80.543 | 79.2793 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.3901 | 0.3933 | 0.4224 | 0.2568 | 0.2343 | 0.363 |
Largest Winning Trade | 28840 | 28840 | 13290 | 516302 | 516302 | 267949 |
Largest Losing Trade | -72466 | -72466 | -45460 | -1895611 | -1895611 | -1552201 |
Avg Bars in Trades | 50 | 88 | 13 | 50 | 88 | 13 |
Avg Bars in Winners | 18 | 30 | 7 | 18 | 30 | 7 |
Avg Bars in Losers | 184 | 310 | 40 | 184 | 310 | 40 |
Bars Traded | 11243 | 9794 | 1449 | 11243 | 9794 | 1449 |
Profit Streak | 51.1468 | 51.1468 | 72.8135 | 51.1468 | 51.1468 | 72.8135 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539381 | 284973 | -51684 | -195655 | -575550 | 321505 |
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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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