Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2726580.4248 | 2734542.6596 | -7962.2347 | -59527.8814 | 83351.303 | -142879.1845 |
Total P&L (%) | 2726.5804 | 2734.5427 | -7.9622 | -59.5279 | 83.3513 | -142.8792 |
Avg Daily Profit (%) | 1.1808 | 1.1843 | -0.0034 | -0.0392 | 0.0263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -298531 | -281170 | -116838 | -599752 | -504447 | -199629 |
Profit Factor | 3.0247 | 3.6771 | 0.9755 | 0.9592 | 1.0761 | 0.6075 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 90 | 30 | 60 | 90 | 30 | 60 |
Losing Trades | 165 | 97 | 68 | 165 | 97 | 68 |
Profitability (%) | 35.2941 | 23.622 | 46.875 | 35.2941 | 23.622 | 46.875 |
Ratio Avg Win / Avg Loss | 5.5453 | 11.8893 | 1.1056 | 1.7585 | 3.4794 | 0.6885 |
Largest Winning Trade | 2454041 | 2454041 | 20280 | 464165 | 464165 | 37293 |
Largest Losing Trade | -54768 | -54768 | -33941 | -152984 | -152984 | -53719 |
Avg Bars in Trades | 26 | 50 | 3 | 26 | 50 | 3 |
Avg Bars in Winners | 43 | 121 | 4 | 43 | 121 | 4 |
Avg Bars in Losers | 17 | 28 | 2 | 17 | 28 | 2 |
Bars Traded | 6851 | 6413 | 438 | 6851 | 6413 | 438 |
Profit Streak | 5.2504 | 0 | 8.9171 | 5.2504 | 0 | 8.9171 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571645 | -15780 | -579594 | -581395 | -329602 | -581261 |
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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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