Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549424.2277 | 360344.1198 | 189080.1079 | 1206611.7857 | -683137.6171 | 1889749.4028 |
Total P&L (%) | 549.4242 | 360.3441 | 189.0801 | 1206.6118 | -683.1376 | 1889.7494 |
Avg Daily Profit (%) | 0.2874 | 0.1885 | 0.0989 | 0.1345 | 0 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158895 | -131503 | -48588 | -3713782 | -3200461 | -930223 |
Profit Factor | 1.7119 | 1.6005 | 2.1012 | 1.1086 | 0.9266 | 2.0526 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 188 | 93 | 95 | 188 | 93 | 95 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 79.3249 | 78.8136 | 79.8319 | 79.3249 | 78.8136 | 79.8319 |
Ratio Avg Win / Avg Loss | 0.4462 | 0.4302 | 0.5308 | 0.289 | 0.2491 | 0.5185 |
Largest Winning Trade | 60473 | 60473 | 10785 | 587551 | 587551 | 222457 |
Largest Losing Trade | -75761 | -75761 | -16758 | -1629463 | -1629463 | -335308 |
Avg Bars in Trades | 95 | 178 | 13 | 95 | 178 | 13 |
Avg Bars in Winners | 36 | 64 | 8 | 36 | 64 | 8 |
Avg Bars in Losers | 324 | 602 | 34 | 324 | 602 | 34 |
Bars Traded | 22662 | 21028 | 1634 | 22662 | 21028 | 1634 |
Profit Streak | 4.4856 | 54.6523 | 4.4856 | 4.4856 | 54.6523 | 4.4856 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557823 | 474051 | -54396 | -109469 | -575384 | 507785 |
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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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