Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391460.5631 | 302803.1394 | 88657.4237 | 357429.6039 | -47032.3313 | 404461.9352 |
Total P&L (%) | 391.4606 | 302.8031 | 88.6574 | 357.4296 | -47.0323 | 404.4619 |
Avg Daily Profit (%) | 0.2774 | 0.2146 | 0.0628 | 0.1078 | -0.045 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146621 | -102980 | -124313 | -3020568 | -3017364 | -2080388 |
Profit Factor | 1.3174 | 1.4536 | 1.1567 | 1.0221 | 0.9952 | 1.0625 |
Total Trades | 721 | 360 | 361 | 721 | 360 | 361 |
Winning Trades | 572 | 298 | 274 | 572 | 298 | 274 |
Losing Trades | 149 | 62 | 87 | 149 | 62 | 87 |
Profitability (%) | 79.3343 | 82.7778 | 75.9003 | 79.3343 | 82.7778 | 75.9003 |
Ratio Avg Win / Avg Loss | 0.3432 | 0.3024 | 0.3673 | 0.2662 | 0.207 | 0.3374 |
Largest Winning Trade | 22086 | 22086 | 14537 | 432665 | 432665 | 365289 |
Largest Losing Trade | -62250 | -55120 | -62250 | -1597647 | -1458711 | -1597647 |
Avg Bars in Trades | 23 | 35 | 10 | 23 | 35 | 10 |
Avg Bars in Winners | 8 | 11 | 4 | 8 | 11 | 4 |
Avg Bars in Losers | 80 | 151 | 30 | 80 | 151 | 30 |
Bars Traded | 16761 | 12874 | 3887 | 16761 | 12874 | 3887 |
Profit Streak | 467.6352 | 467.7186 | 467.6352 | 467.6352 | 467.7186 | 467.6352 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591276 | 487721 | -152937 | -237406 | -574331 | -187353 |
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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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