Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008627.1229 | 962563.7337 | 46063.3893 | 31288.073 | -72703.7779 | 103991.8509 |
Total P&L (%) | 1008.6271 | 962.5637 | 46.0634 | 31.2881 | -72.7038 | 103.9919 |
Avg Daily Profit (%) | 0.5451 | 0.5202 | 0.0249 | 0.0147 | -0.0701 | 0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206646 | -226037 | -58438 | -713212 | -789073 | -193736 |
Profit Factor | 1.9144 | 2.5579 | 1.0949 | 1.0098 | 0.9586 | 1.0716 |
Total Trades | 451 | 226 | 225 | 451 | 226 | 225 |
Winning Trades | 183 | 75 | 108 | 183 | 75 | 108 |
Losing Trades | 268 | 151 | 117 | 268 | 151 | 117 |
Profitability (%) | 40.5765 | 33.1858 | 48 | 40.5765 | 33.1858 | 48 |
Ratio Avg Win / Avg Loss | 2.8036 | 5.1498 | 1.1862 | 1.4788 | 1.93 | 1.1609 |
Largest Winning Trade | 1018479 | 1018479 | 24807 | 548867 | 548867 | 93388 |
Largest Losing Trade | -26038 | -24461 | -26038 | -114315 | -107279 | -114315 |
Avg Bars in Trades | 24 | 34 | 14 | 24 | 34 | 14 |
Avg Bars in Winners | 34 | 62 | 14 | 34 | 62 | 14 |
Avg Bars in Losers | 17 | 20 | 13 | 17 | 20 | 13 |
Bars Traded | 10897 | 7730 | 3166 | 10897 | 7730 | 3166 |
Profit Streak | 4.068 | 4.068 | 52.2346 | 4.068 | 4.068 | 52.2346 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500293 | 344989 | -276708 | -386712 | -584068 | -282512 |
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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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