Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585808.1809 | 460158.3637 | 125649.8172 | 135139.3328 | -3287174.3779 | 3422313.7107 |
Total P&L (%) | 585.8082 | 460.1584 | 125.6498 | 135.1393 | -3287.1744 | 3422.3137 |
Avg Daily Profit (%) | 0.3111 | 0.2444 | 0.0667 | 0.0454 | 0 | 0.1893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213271 | -114760 | -216630 | -17533809 | -9616608 | -11642454 |
Profit Factor | 1.3592 | 1.6315 | 1.1393 | 1.0018 | 0.918 | 1.0928 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 159 | 76 | 83 | 125 | 57 | 68 |
Losing Trades | 125 | 66 | 59 | 159 | 85 | 74 |
Profitability (%) | 55.9859 | 53.5211 | 58.4507 | 44.0141 | 40.1408 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.0686 | 1.4169 | 0.8098 | 1.2742 | 1.369 | 1.1893 |
Largest Winning Trade | 65868 | 65868 | 57246 | 8752679 | 3792068 | 8752679 |
Largest Losing Trade | -138410 | -52313 | -138410 | -2596383 | -2596383 | -2302998 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 11263 | 5623 | 5640 | 11263 | 5623 | 5640 |
Profit Streak | 0 | 25.3926 | 0 | 0 | 25.3926 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420999 | 388783 | -171914 | -351688 | -582580 | -111461 |
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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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