Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611457.1822 | 442354.7292 | 169102.4531 | 801663.2671 | -1037313.7265 | 1838976.9937 |
Total P&L (%) | 611.4572 | 442.3547 | 169.1025 | 801.6633 | -1037.3137 | 1838.977 |
Avg Daily Profit (%) | 0.3216 | 0.2327 | 0.0889 | 0.1157 | 0 | 0.1561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221323 | -218727 | -127105 | -3609376 | -3450181 | -856878 |
Profit Factor | 1.3817 | 1.539 | 1.2164 | 1.0683 | 0.8489 | 1.3776 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Losing Trades | 219 | 105 | 114 | 219 | 105 | 114 |
Profitability (%) | 46.4548 | 48.5294 | 44.3902 | 46.4548 | 48.5294 | 44.3902 |
Ratio Avg Win / Avg Loss | 1.5926 | 1.6323 | 1.5239 | 1.2314 | 0.9004 | 1.7258 |
Largest Winning Trade | 176736 | 176736 | 38704 | 773356 | 473040 | 773356 |
Largest Losing Trade | -38538 | -38538 | -33756 | -1142995 | -1142995 | -261076 |
Avg Bars in Trades | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Winners | 32 | 34 | 29 | 32 | 34 | 29 |
Avg Bars in Losers | 22 | 33 | 13 | 22 | 33 | 13 |
Bars Traded | 11138 | 6947 | 4191 | 11138 | 6947 | 4191 |
Profit Streak | 501.9519 | 540.1186 | 501.9519 | 501.9519 | 540.1186 | 501.9519 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459660 | 425922 | -74338 | -181480 | -579502 | 307050 |
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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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