Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615912.289 | 389543.0423 | 226369.2466 | 2678361.046 | -1318539.0392 | 3996900.0852 |
Total P&L (%) | 615.9123 | 389.543 | 226.3692 | 2678.361 | -1318.539 | 3996.9001 |
Avg Daily Profit (%) | 0.3216 | 0.2034 | 0.1182 | 0.1737 | 0 | 0.1941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109249 | -105140 | -22207 | -7001093 | -6610248 | -1480179 |
Profit Factor | 1.8645 | 1.6728 | 2.6965 | 1.1159 | 0.9337 | 2.2391 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 221 | 116 | 105 | 221 | 116 | 105 |
Losing Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Profitability (%) | 79.7834 | 84.058 | 75.5396 | 79.7834 | 84.058 | 75.5396 |
Ratio Avg Win / Avg Loss | 0.4725 | 0.3173 | 0.8732 | 0.2828 | 0.1771 | 0.7251 |
Largest Winning Trade | 44331 | 44331 | 10380 | 1066917 | 1066917 | 307655 |
Largest Losing Trade | -74985 | -74985 | -19702 | -4116529 | -4116529 | -1148801 |
Avg Bars in Trades | 40 | 76 | 5 | 40 | 76 | 5 |
Avg Bars in Winners | 16 | 28 | 3 | 16 | 28 | 3 |
Avg Bars in Losers | 138 | 332 | 12 | 138 | 332 | 12 |
Bars Traded | 11338 | 10598 | 740 | 11338 | 10598 | 740 |
Profit Streak | 5.9471 | 6.1137 | 5.9471 | 5.9471 | 6.1137 | 5.9471 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604579 | 488961 | -27991 | -79930 | -575236 | 515579 |
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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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