Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715324.3459 | 585707.6425 | 129616.7035 | 648737.6797 | 4923726.5764 | -4274988.8967 |
Total P&L (%) | 715.3243 | 585.7076 | 129.6167 | 648.7377 | 4923.7266 | -4274.9889 |
Avg Daily Profit (%) | 0.3618 | 0.2963 | 0.0656 | 0.1019 | 0.1983 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163240 | -163968 | -138568 | -13046324 | -7418588 | -8969392 |
Profit Factor | 1.5594 | 1.8646 | 1.2156 | 1.0203 | 1.338 | 0.7552 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 149 | 79 | 70 | 149 | 79 | 70 |
Profitability (%) | 44.403 | 41.0448 | 47.7612 | 44.403 | 41.0448 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.9526 | 2.6783 | 1.3296 | 1.2775 | 1.9219 | 0.826 |
Largest Winning Trade | 165009 | 165009 | 63255 | 3926813 | 3926813 | 3731906 |
Largest Losing Trade | -55346 | -48712 | -55346 | -2455847 | -1624659 | -2455847 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 5838 | 3163 | 2675 | 5838 | 3163 | 2675 |
Profit Streak | 509.327 | 512.327 | 509.327 | 509.327 | 512.327 | 509.327 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455919 | 344875 | -106029 | -254330 | 238720 | -580985 |
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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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