Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484521.6241 | 391665.1091 | 92856.5151 | 447286.3242 | -937385.4137 | 1384671.7379 |
Total P&L (%) | 484.5216 | 391.6651 | 92.8565 | 447.2863 | -937.3854 | 1384.6717 |
Avg Daily Profit (%) | 0.1936 | 0.1565 | 0.0371 | 0.0679 | 0 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257564 | -184429 | -147078 | -13560902 | -11707179 | -4700673 |
Profit Factor | 1.2851 | 1.5142 | 1.099 | 1.0107 | 0.9565 | 1.0689 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 243 | 129 | 114 | 243 | 129 | 114 |
Losing Trades | 209 | 97 | 112 | 209 | 97 | 112 |
Profitability (%) | 53.7611 | 57.0796 | 50.4425 | 53.7611 | 57.0796 | 50.4425 |
Ratio Avg Win / Avg Loss | 1.1053 | 1.1386 | 1.0797 | 0.8693 | 0.7193 | 1.0501 |
Largest Winning Trade | 54678 | 54678 | 51493 | 2739702 | 2201730 | 2739702 |
Largest Losing Trade | -44255 | -33153 | -44255 | -3054850 | -3054850 | -1730134 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 7394 | 2993 | 4401 | 7394 | 2993 | 4401 |
Profit Streak | 31.2963 | 31.2963 | 38.2963 | 31.2963 | 31.2963 | 38.2963 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420709 | 396190 | -252985 | -308475 | -578415 | -191406 |
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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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