Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728355.3139 | 544104.4301 | 184250.8839 | -112342.1664 | 3100665.6045 | -3213007.7709 |
Total P&L (%) | 728.3553 | 544.1044 | 184.2509 | -112.3422 | 3100.6656 | -3213.0078 |
Avg Daily Profit (%) | 0.3024 | 0.2259 | 0.0765 | 0 | 0.144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113712 | -90928 | -118812 | -7347460 | -3921712 | -6176721 |
Profit Factor | 1.5095 | 1.8131 | 1.2423 | 0.9938 | 1.4487 | 0.7134 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 207 | 103 | 104 | 200 | 105 | 95 |
Losing Trades | 206 | 104 | 102 | 213 | 102 | 111 |
Profitability (%) | 50.1211 | 49.7585 | 50.4854 | 48.4262 | 50.7246 | 46.1165 |
Ratio Avg Win / Avg Loss | 1.5022 | 1.8307 | 1.2184 | 1.0584 | 1.4073 | 0.8335 |
Largest Winning Trade | 92852 | 92852 | 53972 | 1766281 | 1766281 | 1369988 |
Largest Losing Trade | -100094 | -30211 | -100094 | -5102278 | -1368472 | -5102278 |
Avg Bars in Trades | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Winners | 38 | 27 | 48 | 35 | 25 | 47 |
Avg Bars in Losers | 31 | 26 | 36 | 33 | 28 | 38 |
Bars Traded | 14323 | 5598 | 8725 | 14323 | 5598 | 8725 |
Profit Streak | 0 | 0 | 0 | 7.9108 | 7.9108 | 27.2441 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488251 | 446784 | -90489 | -576431 | 78802 | -580752 |
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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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