Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652384.0009 | 390751.7203 | 261632.2806 | 6088896.7324 | 6149536.6617 | -60639.9292 |
Total P&L (%) | 652.384 | 390.7517 | 261.6323 | 6088.8967 | 6149.5367 | -60.6399 |
Avg Daily Profit (%) | 0.3857 | 0.231 | 0.1547 | 0.2442 | 0.2448 | -0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91465 | -108584 | -75929 | -6055558 | -2033949 | -4832152 |
Profit Factor | 1.6497 | 1.8447 | 1.4831 | 1.3884 | 2.0207 | 0.9937 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 141 | 62 | 79 | 141 | 62 | 79 |
Losing Trades | 211 | 114 | 97 | 211 | 114 | 97 |
Profitability (%) | 40.0568 | 35.2273 | 44.8864 | 40.0568 | 35.2273 | 44.8864 |
Ratio Avg Win / Avg Loss | 2.4687 | 3.3919 | 1.821 | 2.0776 | 3.7155 | 1.2201 |
Largest Winning Trade | 65772 | 65772 | 51299 | 2780977 | 2780977 | 2012472 |
Largest Losing Trade | -35838 | -18461 | -35838 | -2272098 | -1226113 | -2272098 |
Avg Bars in Trades | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 6705 | 3151 | 3553 | 6705 | 3151 | 3553 |
Profit Streak | 0 | 14.9362 | 0 | 0 | 14.9362 | 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 | 396029 | 247430 | 295311 | 302470 | 278887 | -580455 |
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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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