Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790714.9272 | 550388.5191 | 240326.4081 | 4578792.9288 | -460936.4944 | 5039729.4231 |
Total P&L (%) | 790.7149 | 550.3885 | 240.3264 | 4578.7929 | -460.9365 | 5039.7294 |
Avg Daily Profit (%) | 0.4159 | 0.2895 | 0.1264 | 0.2025 | 0 | 0.2074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139665 | -131531 | -112508 | -6964832 | -8145959 | -6474946 |
Profit Factor | 1.5852 | 1.8337 | 1.3478 | 1.0878 | 0.9828 | 1.1992 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 148 | 69 | 79 | 148 | 69 | 79 |
Losing Trades | 209 | 109 | 100 | 209 | 109 | 100 |
Profitability (%) | 41.4566 | 38.764 | 44.1341 | 41.4566 | 38.764 | 44.1341 |
Ratio Avg Win / Avg Loss | 2.2386 | 2.8967 | 1.7061 | 1.5361 | 1.5526 | 1.5179 |
Largest Winning Trade | 208709 | 208709 | 46468 | 2744273 | 2460151 | 2744273 |
Largest Losing Trade | -23161 | -23073 | -23161 | -1656603 | -1656603 | -1216428 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 11236 | 5965 | 5271 | 11236 | 5965 | 5271 |
Profit Streak | 484.8614 | 0 | 485.6948 | 484.8614 | 0 | 485.6948 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430171 | 298401 | -23824 | -115664 | -581993 | 242019 |
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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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