Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822617.8968 | 733899.7015 | 88718.1953 | 713184.965 | -1630350.2787 | 2343535.2437 |
Total P&L (%) | 822.6179 | 733.8997 | 88.7182 | 713.185 | -1630.3503 | 2343.5352 |
Avg Daily Profit (%) | 0.4243 | 0.3786 | 0.0458 | 0.1082 | 0 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201762 | -137532 | -91691 | -6687612 | -5559354 | -2352426 |
Profit Factor | 1.7761 | 2.3242 | 1.1755 | 1.0331 | 0.8689 | 1.2573 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 80 | 30 | 50 | 80 | 30 | 50 |
Losing Trades | 159 | 89 | 70 | 159 | 89 | 70 |
Profitability (%) | 33.4728 | 25.2101 | 41.6667 | 33.4728 | 25.2101 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.5301 | 6.895 | 1.6456 | 2.0533 | 2.5778 | 1.7602 |
Largest Winning Trade | 463956 | 463956 | 51362 | 3604824 | 3604824 | 1409122 |
Largest Losing Trade | -35100 | -23290 | -35100 | -1003191 | -834296 | -1003191 |
Avg Bars in Trades | 96 | 85 | 107 | 96 | 85 | 107 |
Avg Bars in Winners | 208 | 217 | 203 | 208 | 217 | 203 |
Avg Bars in Losers | 40 | 41 | 38 | 40 | 41 | 38 |
Bars Traded | 23094 | 10225 | 12869 | 23094 | 10225 | 12869 |
Profit Streak | 13.7868 | 0 | 14.4535 | 13.7868 | 0 | 14.4535 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314838 | -15137 | -161094 | -235756 | -607127 | 208369 |
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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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