Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635347.86 | 490981.4316 | 144366.4285 | 1495538.9055 | -1663417.0262 | 3158955.9317 |
Total P&L (%) | 635.3479 | 490.9814 | 144.3664 | 1495.5389 | -1663.417 | 3158.9559 |
Avg Daily Profit (%) | 0.2542 | 0.1965 | 0.0578 | 0.1109 | 0 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129542 | -143445 | -37687 | -8062458 | -9210938 | -554353 |
Profit Factor | 1.6866 | 1.6437 | 1.8873 | 1.0657 | 0.9197 | 2.5398 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 205 | 101 | 104 | 205 | 101 | 104 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 75.6458 | 74.8148 | 76.4706 | 75.6458 | 74.8148 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.543 | 0.5533 | 0.5807 | 0.3431 | 0.3096 | 0.7815 |
Largest Winning Trade | 55886 | 55886 | 15377 | 2331573 | 2331573 | 907084 |
Largest Losing Trade | -69750 | -69750 | -24358 | -6106475 | -6106475 | -440003 |
Avg Bars in Trades | 53 | 103 | 4 | 53 | 103 | 4 |
Avg Bars in Winners | 25 | 48 | 3 | 25 | 48 | 3 |
Avg Bars in Losers | 142 | 267 | 9 | 142 | 267 | 9 |
Bars Traded | 14612 | 13982 | 630 | 14612 | 13982 | 630 |
Profit Streak | 49.7814 | 49.7814 | 77.6148 | 49.7814 | 49.7814 | 77.6148 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549494 | 455064 | -109721 | -188136 | -576063 | 33744 |
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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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