Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947987.3465 | 622227.9605 | 325759.386 | 12221866.2401 | -491143.3609 | 12713009.601 |
Total P&L (%) | 947.9873 | 622.228 | 325.7594 | 12221.8662 | -491.1434 | 12713.0096 |
Avg Daily Profit (%) | 0.6412 | 0.4209 | 0.2203 | 0.3261 | 0 | 0.3288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106173 | -131262 | -62093 | -23944787 | -15772634 | -11597996 |
Profit Factor | 1.8228 | 1.967 | 1.6404 | 1.1219 | 0.991 | 1.2792 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 143 | 60 | 83 | 143 | 60 | 83 |
Losing Trades | 227 | 125 | 102 | 227 | 125 | 102 |
Profitability (%) | 38.6486 | 32.4324 | 44.8649 | 38.6486 | 32.4324 | 44.8649 |
Ratio Avg Win / Avg Loss | 2.8936 | 4.098 | 2.016 | 1.7809 | 2.0646 | 1.572 |
Largest Winning Trade | 310893 | 310893 | 39918 | 7645932 | 7645932 | 5183422 |
Largest Losing Trade | -29212 | -29212 | -19111 | -3769462 | -3769462 | -2620038 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 4 | 5 | 3 | 4 | 5 | 3 |
Bars Traded | 2918 | 1534 | 1384 | 2918 | 1534 | 1384 |
Profit Streak | 8.7793 | 0 | 9.7793 | 8.7793 | 0 | 9.7793 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494425 | 270761 | 369346 | -77731 | -584141 | 344329 |
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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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