Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482032.2353 | 368050.584 | 113981.6513 | 121458.7544 | -1854878.2757 | 1976337.0301 |
Total P&L (%) | 482.0322 | 368.0506 | 113.9817 | 121.4588 | -1854.8783 | 1976.337 |
Avg Daily Profit (%) | 0.2701 | 0.2062 | 0.0639 | 0.0446 | 0 | 0.1701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299815 | -166264 | -184549 | -13234224 | -10845417 | -8595465 |
Profit Factor | 1.2086 | 1.3307 | 1.0951 | 1.0019 | 0.9448 | 1.0632 |
Total Trades | 828 | 414 | 414 | 828 | 414 | 414 |
Winning Trades | 522 | 271 | 251 | 522 | 271 | 251 |
Losing Trades | 306 | 143 | 163 | 306 | 143 | 163 |
Profitability (%) | 63.0435 | 65.4589 | 60.628 | 63.0435 | 65.4589 | 60.628 |
Ratio Avg Win / Avg Loss | 0.7085 | 0.7022 | 0.7112 | 0.5873 | 0.4985 | 0.6904 |
Largest Winning Trade | 31710 | 31710 | 18592 | 1664717 | 1486825 | 1664717 |
Largest Losing Trade | -78801 | -34257 | -78801 | -5176033 | -3517760 | -5176033 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 10570 | 5751 | 4819 | 10570 | 5751 | 4819 |
Profit Streak | 12.1941 | 12.1941 | 19.5275 | 12.1941 | 12.1941 | 19.5275 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520651 | 420552 | -220403 | -345143 | -575375 | -140134 |
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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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