Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618527.7319 | 382633.908 | 235893.8239 | 1307289.0451 | -1200676.6795 | 2507965.7246 |
Total P&L (%) | 618.5277 | 382.6339 | 235.8938 | 1307.289 | -1200.6767 | 2507.9657 |
Avg Daily Profit (%) | 0.3256 | 0.2014 | 0.1242 | 0.1393 | 0 | 0.1718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174407 | -99829 | -97149 | -9659674 | -5241521 | -6870774 |
Profit Factor | 1.5264 | 1.6156 | 1.4262 | 1.028 | 0.9519 | 1.1151 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Profitability (%) | 39.5425 | 35.9477 | 43.1373 | 39.5425 | 35.9477 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.3337 | 2.8786 | 1.88 | 1.5717 | 1.6961 | 1.4699 |
Largest Winning Trade | 148861 | 148861 | 51915 | 3457823 | 3457823 | 1631977 |
Largest Losing Trade | -28107 | -25398 | -28107 | -2099859 | -1312172 | -2099859 |
Avg Bars in Trades | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Winners | 121 | 127 | 116 | 121 | 127 | 116 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 22649 | 11073 | 11576 | 22649 | 11073 | 11576 |
Profit Streak | 10.6092 | 0 | 10.9425 | 10.6092 | 0 | 10.9425 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355411 | 197027 | -27052 | -197134 | -583218 | -87894 |
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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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