Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328854.8522 | 218939.2751 | 109915.5771 | 613329.0949 | 594037.0007 | 19292.0942 |
Total P&L (%) | 328.8549 | 218.9393 | 109.9156 | 613.3291 | 594.037 | 19.2921 |
Avg Daily Profit (%) | 0.3157 | 0.2102 | 0.1055 | 0.1888 | 0.1862 | 0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88441 | -72469 | -57624 | -701275 | -239409 | -662620 |
Profit Factor | 1.4095 | 1.5897 | 1.2546 | 1.205 | 1.4342 | 1.0119 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 182 | 85 | 97 | 182 | 85 | 97 |
Losing Trades | 256 | 134 | 122 | 256 | 134 | 122 |
Profitability (%) | 41.5525 | 38.8128 | 44.2922 | 41.5525 | 38.8128 | 44.2922 |
Ratio Avg Win / Avg Loss | 1.9826 | 2.5061 | 1.5779 | 1.6949 | 2.2609 | 1.2727 |
Largest Winning Trade | 57807 | 57807 | 46200 | 387612 | 387612 | 336354 |
Largest Losing Trade | -30919 | -15855 | -30919 | -137217 | -119132 | -137217 |
Avg Bars in Trades | 56 | 47 | 65 | 56 | 47 | 65 |
Avg Bars in Winners | 79 | 60 | 96 | 79 | 60 | 96 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 24683 | 10391 | 14292 | 24683 | 10391 | 14292 |
Profit Streak | 10.6429 | 11.1846 | 0 | 10.6429 | 11.1846 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364578 | 271846 | -52825 | 295533 | 245237 | -386671 |
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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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