Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221237.6394 | 1061044.2923 | 160193.3471 | 2302477.3425 | 2516579.8489 | -214102.5064 |
Total P&L (%) | 1221.2376 | 1061.0443 | 160.1933 | 2302.4773 | 2516.5798 | -214.1025 |
Avg Daily Profit (%) | 0.5265 | 0.4574 | 0.0691 | 0.1372 | 0.1408 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129994 | -111399 | -165382 | -8587179 | -7043334 | -3630495 |
Profit Factor | 1.8234 | 2.4322 | 1.2158 | 1.0603 | 1.1247 | 0.9881 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 257 | 132 | 125 | 257 | 132 | 125 |
Profitability (%) | 29.9728 | 27.8689 | 32.0652 | 29.9728 | 27.8689 | 32.0652 |
Ratio Avg Win / Avg Loss | 4.2601 | 6.2952 | 2.5758 | 2.4772 | 2.9109 | 2.0935 |
Largest Winning Trade | 571254 | 571254 | 56876 | 6068117 | 6068117 | 1929247 |
Largest Losing Trade | -21303 | -21303 | -20040 | -1920395 | -1920395 | -1196468 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 9209 | 4086 | 5123 | 9209 | 4086 | 5123 |
Profit Streak | 16.9302 | 0 | 18.4302 | 16.9302 | 0 | 18.4302 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329676 | -1617 | -105766 | -167775 | -103365 | -583726 |
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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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