Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658419.3967 | 413627.8532 | 244791.5435 | 3309514.957 | -1376656.7502 | 4686171.7072 |
Total P&L (%) | 658.4194 | 413.6279 | 244.7915 | 3309.515 | -1376.6568 | 4686.1717 |
Avg Daily Profit (%) | 0.3427 | 0.2153 | 0.1274 | 0.1839 | 0 | 0.2016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183960 | -149653 | -52727 | -15442984 | -13481588 | -3530126 |
Profit Factor | 1.6326 | 1.5866 | 1.7291 | 1.1067 | 0.9441 | 1.7323 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 75.7475 | 76 | 75.4967 | 75.7475 | 76 | 75.4967 |
Ratio Avg Win / Avg Loss | 0.5227 | 0.501 | 0.5612 | 0.3543 | 0.2981 | 0.5622 |
Largest Winning Trade | 32695 | 32695 | 25804 | 1496541 | 1496541 | 705124 |
Largest Losing Trade | -65854 | -65854 | -33890 | -6558019 | -6558019 | -1549459 |
Avg Bars in Trades | 18 | 32 | 5 | 18 | 32 | 5 |
Avg Bars in Winners | 7 | 11 | 3 | 7 | 11 | 3 |
Avg Bars in Losers | 54 | 98 | 12 | 54 | 98 | 12 |
Bars Traded | 5692 | 4804 | 889 | 5692 | 4804 | 889 |
Profit Streak | 12.3358 | 76.3358 | 12.3358 | 12.3358 | 76.3358 | 12.3358 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587875 | 473232 | -17498 | -90182 | -575553 | 484561 |
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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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