Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393730.3723 | 340546.7606 | 53183.6117 | 93201.3602 | -61957.0734 | 155158.4336 |
Total P&L (%) | 393.7304 | 340.5468 | 53.1836 | 93.2014 | -61.9571 | 155.1584 |
Avg Daily Profit (%) | 0.1673 | 0.1447 | 0.0226 | 0.028 | -0.0411 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113864 | -93621 | -128636 | -598278 | -520971 | -190430 |
Profit Factor | 1.3782 | 1.5054 | 1.1448 | 1.0339 | 0.9697 | 1.219 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 341 | 186 | 155 | 341 | 186 | 155 |
Losing Trades | 114 | 41 | 73 | 114 | 41 | 73 |
Profitability (%) | 74.9451 | 81.9383 | 67.9825 | 74.9451 | 81.9383 | 67.9825 |
Ratio Avg Win / Avg Loss | 0.4607 | 0.3318 | 0.5392 | 0.3456 | 0.2137 | 0.5741 |
Largest Winning Trade | 18772 | 18772 | 11076 | 90692 | 90692 | 33881 |
Largest Losing Trade | -73759 | -73759 | -67458 | -316773 | -316773 | -103971 |
Avg Bars in Trades | 30 | 54 | 6 | 30 | 54 | 6 |
Avg Bars in Winners | 13 | 20 | 3 | 13 | 20 | 3 |
Avg Bars in Losers | 81 | 205 | 12 | 81 | 205 | 12 |
Bars Traded | 13791 | 12304 | 1487 | 13791 | 12304 | 1487 |
Profit Streak | 59.4779 | 59.4779 | 77.8112 | 59.4779 | 59.4779 | 77.8112 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480961 | 198903 | -222080 | -333286 | -575090 | -137178 |
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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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