Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419515.2787 | 363845.8001 | 55669.4785 | 45493.2611 | -876738.5196 | 922231.7807 |
Total P&L (%) | 419.5153 | 363.8458 | 55.6695 | 45.4933 | -876.7385 | 922.2318 |
Avg Daily Profit (%) | 0.2014 | 0.1746 | 0.0267 | 0.018 | 0 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170035 | -166304 | -119191 | -8832098 | -9052278 | -2083605 |
Profit Factor | 1.3488 | 1.4423 | 1.1465 | 1.0019 | 0.9521 | 1.1535 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 352 | 192 | 160 | 352 | 192 | 160 |
Losing Trades | 106 | 37 | 69 | 106 | 37 | 69 |
Profitability (%) | 76.8559 | 83.8428 | 69.869 | 76.8559 | 83.8428 | 69.869 |
Ratio Avg Win / Avg Loss | 0.4062 | 0.2779 | 0.4944 | 0.3017 | 0.1835 | 0.4975 |
Largest Winning Trade | 43946 | 43946 | 13393 | 881859 | 881859 | 433540 |
Largest Losing Trade | -73053 | -73053 | -44458 | -2917673 | -2917673 | -1087264 |
Avg Bars in Trades | 53 | 97 | 9 | 53 | 97 | 9 |
Avg Bars in Winners | 18 | 30 | 4 | 18 | 30 | 4 |
Avg Bars in Losers | 168 | 445 | 19 | 168 | 445 | 19 |
Bars Traded | 24534 | 22424 | 2110 | 24534 | 22424 | 2110 |
Profit Streak | 26.6002 | 27.0169 | 26.6002 | 26.6002 | 27.0169 | 26.6002 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476626 | 436955 | -215145 | -383784 | -575331 | -92809 |
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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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