Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404889.4103 | 269094.4431 | 135794.9672 | 65919.506 | 1091943.2189 | -1026023.7128 |
Total P&L (%) | 404.8894 | 269.0944 | 135.795 | 65.9195 | 1091.9432 | -1026.0237 |
Avg Daily Profit (%) | 0.3971 | 0.2639 | 0.1332 | 0.0497 | 0.2433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179961 | -84009 | -141857 | -3639111 | -2317961 | -3688357 |
Profit Factor | 1.3303 | 1.4616 | 1.2112 | 1.0032 | 1.1196 | 0.9097 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 168 | 74 | 94 | 168 | 74 | 94 |
Losing Trades | 149 | 84 | 65 | 149 | 84 | 65 |
Profitability (%) | 52.9968 | 46.8354 | 59.1195 | 52.9968 | 46.8354 | 59.1195 |
Ratio Avg Win / Avg Loss | 1.1798 | 1.6592 | 0.8375 | 0.8898 | 1.2709 | 0.6291 |
Largest Winning Trade | 74545 | 74545 | 30104 | 1616299 | 1616299 | 542412 |
Largest Losing Trade | -79385 | -33021 | -79385 | -3004355 | -812015 | -3004355 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3045 | 1518 | 1527 | 3045 | 1518 | 1527 |
Profit Streak | 5.8227 | 0 | 8.8227 | 5.8227 | 0 | 8.8227 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453559 | 348099 | -14958 | -342484 | -81263 | -578371 |
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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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