Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633326.6874 | 506174.0453 | 127152.6421 | 355806.6131 | 1384921.8742 | -1029115.2611 |
Total P&L (%) | 633.3267 | 506.174 | 127.1526 | 355.8066 | 1384.9219 | -1029.1153 |
Avg Daily Profit (%) | 0.2929 | 0.2341 | 0.0588 | 0.0702 | 0.1249 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232970 | -198985 | -95457 | -8837100 | -6030317 | -3819955 |
Profit Factor | 1.4398 | 1.574 | 1.2278 | 1.0135 | 1.0843 | 0.897 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 158 | 68 | 90 | 158 | 68 | 90 |
Losing Trades | 209 | 115 | 94 | 209 | 115 | 94 |
Profitability (%) | 43.0518 | 37.1585 | 48.913 | 43.0518 | 37.1585 | 48.913 |
Ratio Avg Win / Avg Loss | 1.9046 | 2.6619 | 1.2824 | 1.3406 | 1.8338 | 0.9369 |
Largest Winning Trade | 299491 | 299491 | 56850 | 2446743 | 2446743 | 1088365 |
Largest Losing Trade | -34187 | -34187 | -25708 | -1786555 | -1786555 | -1050873 |
Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Winners | 15 | 26 | 7 | 15 | 26 | 7 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 4278 | 3055 | 1223 | 4278 | 3055 | 1223 |
Profit Streak | 21.9903 | 21.9903 | 27.9903 | 21.9903 | 21.9903 | 27.9903 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426328 | 267646 | -113473 | -303976 | -156325 | -579504 |
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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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