Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748190.1463 | 615221.4913 | 132968.6551 | 163979.0972 | -65863.2954 | 229842.3926 |
Total P&L (%) | 748.1901 | 615.2215 | 132.9687 | 163.9791 | -65.8633 | 229.8424 |
Avg Daily Profit (%) | 0.5027 | 0.4134 | 0.0893 | 0.0652 | -0.0722 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148198 | -112864 | -98991 | -1334495 | -921129 | -1220564 |
Profit Factor | 1.5947 | 1.892 | 1.234 | 1.0169 | 0.9871 | 1.05 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 203 | 110 | 93 | 203 | 110 | 93 |
Profitability (%) | 39.403 | 34.5238 | 44.3114 | 39.403 | 34.5238 | 44.3114 |
Ratio Avg Win / Avg Loss | 2.4525 | 3.5882 | 1.5508 | 1.5638 | 1.8721 | 1.3196 |
Largest Winning Trade | 581686 | 581686 | 39326 | 928820 | 928820 | 303262 |
Largest Losing Trade | -36499 | -36499 | -31356 | -423568 | -423568 | -312598 |
Avg Bars in Trades | 52 | 49 | 56 | 52 | 49 | 56 |
Avg Bars in Winners | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 17680 | 8307 | 9373 | 17680 | 8307 | 9373 |
Profit Streak | 17.9349 | 17.9349 | 20.7682 | 17.9349 | 17.9349 | 20.7682 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443458 | 299678 | -74227 | -307955 | -583129 | -252735 |
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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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