Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956174.759 | 856905.0746 | 99269.6845 | 6099971.6149 | 7890153.9887 | -1790182.3738 |
Total P&L (%) | 956.1748 | 856.9051 | 99.2697 | 6099.9716 | 7890.154 | -1790.1824 |
Avg Daily Profit (%) | 0.3825 | 0.3428 | 0.0397 | 0.1652 | 0.1754 | 0 |
Buy And Hold Return (%) | 796.778 | 796.778 | 796.778 | 796.778 | 796.778 | 796.778 |
Max Trade Drawdown | -82964 | -50334 | -85413 | -5266451 | -2743988 | -4413137 |
Profit Factor | 1.792 | 2.4494 | 1.1611 | 1.23 | 1.6575 | 0.8767 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 236 | 122 | 114 | 236 | 122 | 114 |
Losing Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Profitability (%) | 54.7564 | 56.4815 | 53.0233 | 54.7564 | 56.4815 | 53.0233 |
Ratio Avg Win / Avg Loss | 1.4807 | 1.8872 | 1.0287 | 1.0163 | 1.2771 | 0.7767 |
Largest Winning Trade | 374520 | 374520 | 44068 | 5583406 | 5583406 | 1044520 |
Largest Losing Trade | -48323 | -24337 | -48323 | -2242475 | -1136006 | -2242475 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 9713 | 5182 | 4531 | 9713 | 5182 | 4531 |
Profit Streak | 7.1233 | 7.1233 | 20.3733 | 7.1233 | 7.1233 | 20.3733 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87356 | -125999 | -347131 | 420996 | 440328 | -578984 |
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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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