Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875691.7178 | 803082.6327 | 72609.0851 | 212185.4215 | 2339080.8711 | -2126895.4496 |
Total P&L (%) | 875.6917 | 803.0826 | 72.6091 | 212.1854 | 2339.0809 | -2126.8955 |
Avg Daily Profit (%) | 0.3785 | 0.3471 | 0.0314 | 0.0492 | 0.1382 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184003 | -194663 | -130600 | -2937276 | -1836049 | -2787398 |
Profit Factor | 1.7937 | 2.3233 | 1.1462 | 1.0257 | 1.6165 | 0.5236 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 47.7707 | 47.4359 | 48.1013 | 47.7707 | 47.4359 | 48.1013 |
Ratio Avg Win / Avg Loss | 1.9611 | 2.5744 | 1.2367 | 1.1214 | 1.7912 | 0.565 |
Largest Winning Trade | 370163 | 370163 | 60466 | 2196337 | 2196337 | 463568 |
Largest Losing Trade | -59683 | -58752 | -59683 | -1114450 | -634053 | -1114450 |
Avg Bars in Trades | 28 | 36 | 21 | 28 | 36 | 21 |
Avg Bars in Winners | 31 | 41 | 22 | 31 | 41 | 22 |
Avg Bars in Losers | 26 | 31 | 20 | 26 | 31 | 20 |
Bars Traded | 4517 | 2832 | 1685 | 4517 | 2832 | 1685 |
Profit Streak | 29.6769 | 35.6769 | 29.6769 | 29.6769 | 35.6769 | 29.6769 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511312 | -21193 | -237491 | -318209 | -40024 | -607656 |
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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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