Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788646.7486 | 521510.2596 | 267136.4889 | 3004491.4129 | 4737428.3857 | -1732936.9729 |
Total P&L (%) | 788.6467 | 521.5103 | 267.1365 | 3004.4914 | 4737.4284 | -1732.937 |
Avg Daily Profit (%) | 0.5318 | 0.3517 | 0.1801 | 0.2319 | 0.2619 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166895 | -133107 | -94818 | -10496806 | -3982933 | -9616134 |
Profit Factor | 1.6976 | 1.8236 | 1.5373 | 1.0604 | 1.2064 | 0.9353 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 169 | 75 | 94 | 169 | 75 | 94 |
Losing Trades | 201 | 110 | 91 | 201 | 110 | 91 |
Profitability (%) | 45.6757 | 40.5405 | 50.8108 | 45.6757 | 40.5405 | 50.8108 |
Ratio Avg Win / Avg Loss | 2.0191 | 2.6746 | 1.4882 | 1.2612 | 1.7693 | 0.9055 |
Largest Winning Trade | 306282 | 306282 | 34720 | 2620537 | 2620537 | 1127708 |
Largest Losing Trade | -44901 | -27911 | -44901 | -5379076 | -1491756 | -5379076 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 63 | 74 | 55 | 63 | 74 | 55 |
Avg Bars in Losers | 33 | 39 | 26 | 33 | 39 | 26 |
Bars Traded | 17501 | 9853 | 7647 | 17501 | 9853 | 7647 |
Profit Streak | 6.9163 | 0 | 13.833 | 6.9163 | 0 | 13.833 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541014 | 343023 | 380887 | -144859 | 213270 | -579182 |
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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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